Imported from previous forum
QUANT IT ANALYST - TOKYO
The Global Quantitative Analytics group is responsible for the research, development and implementation of quantitative models across all asset classes. The group works closely with each business area to understand their requirements and propose solutions to their pricing and risk issues. Located on the trading floor this group reports directly to the Rates business and provides solutions to the firm globally.
The role is the main contact in Tokyo for Quantitaive Analytics delivery. The person gathers local business requirement and liaise with global Quantitaitve Analytics team for the actual implementation. The position is also responsible for the delivery of Quantitative Analystics to the local users, which includes local ad-hoc development work on spread sheets for users.
Main Duties & Responsibilities:
- Derivative pricing application development.
- Ad-hoc spreadsheet development for trading, structuring and sales.
- Working closely with quantitative analysts to ensure new models are delivered to the business promptly.
- Establishing and building business relationships and contacts.
Education:
- Strong numerical skills to degree level.
- PHD in numerate subject (preferred)
Experience required:
- 5+ yrs in Front Office facing position.
- 3 years C++.
- 2 years VB/VBA and use of Excel.
- Ability to communicate at all levels.
- Experience of structured derivative products.
Experience preferred:
- Exposure to financial mathematics and models.
- Experience of emerging markets
- Experience of interest rate and / or foreign-exchange derivative products.
To apply pls send resume to issac.johnson@cyberspaceltd.com
You can also browse some of our current openings here:
http://www.cyberspacejobs.com
Kind regards,
Issac.
Issac Johnson
Research Manager
Cyberspace Ltd.
Email: issac.johnson@cyberspaceltd.com
Web: http://www.cyberspaceltd.com