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

APPLY HERE as Junior Quant - Fund Manager - DIFC


Get a job, Upload your CV to HiringUAE
For more job offers visit UAE Careers
Be social, join our chatroom or share your experience in UAE.
Be updated, subscribe to Hiring UAE feed
Advertise here, use Post a Job or Become A Website Sponsor
Shop Artwork at UAE Art Gallery
Other services by 3rd party: Place to Stay | Fly to UAE | Dubai Visa | Geek Me Art
Become our follower!