Junior Quant - Fund Manager - DIFC

Description: NewPath Executives - Dubai - They are looking for a Quant for their Fund and are on the lookout for the following knowledge and experience: 1. Knowledge about rates curve construction, with a focus on the short end. Build a 3m Libor curve out of IMM dates in USD, EUR and GBP. The same curve will also include OIS rates, Libor vs 1m and Libor vs 6m 2. Knowledge about volatility modelling, both in listed and OTC rates and listed FX. 3. Model to asses the level of Skew, Implied vs Realised, Forward Vol… 4. Knowledge about risk modelling, VAR, risk management tools… “ If intrested, please get back to me with your CV and a statement indicating your suitability for the role.... - Permanent - Full-time

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