FO Quant model development

Required qualifications (education)

• Bachelor’s (minimum) in Mathematical Finance, Financial Engineering, Applied Mathematics, Physics, or a related quantitative field
• Degree from a top‑tier university (e.g., Russell‑Group, Ivy League, equivalent)
• MSc/PhD desirable but not mandatory

Required work experience

• ≥ 5 years of hands‑on model development for derivatives/structured products in

  at least one

  asset class
• ≥ 5 years of production‑level C++ programming
• Proficient in Python scripting for model calibration/automation
• Delivered quant libraries with minimal bugs and positive feedback from trading, structuring, and valuation‑control teams
• Experience with reserve methodology, model performance monitoring, and regulatory documentation

Requirements

• Development of structured products (e.g., vol caps, credit‑linked notes, commodity spreads, hybrids) in any asset class
• Exposure to quantitative investment strategies and their production implementation
• Involvement in model governance (performance indicators, model‑risk reviews, remediation)
• Familiarity with Git/Perforce and CI/CD pipelines for library releases
• Knowledge of relevant regulatory frameworks (BCBS, ICAAP, local guidelines)
• Strong collaboration skills with trading, product control, risk, and IT teams