Voutique

At Voutique we are encouraged to think differently, challenge convention and be unafraid to make mistakes. We’re creative, collaborative, practical and enthusiastic. But most of all we’re hugely passionate about what we do.

Voutique offers a unique opportunity for talented individuals who wish to invent, design and develop leading products for the global market. By working in our world class Research Design and Development department, these individuals have the opportunity to work alongside leading technical specialists and highly motivated creative people, to create products which fulfill our ambition of being truly different and better than our competitors.

Principal responsibilities:

• Validate Greeks and P&L scenarios across fixed income and currency trading desks
• Implement risk models using standard in-house derivatives library
• Document validations and validation methods
• Analyze downstream data needs and provide representations of, and specifications for, upstream data supply
• Participate in control reporting and data governance development
• Work with risk development group implementing database enhancements

Minimum requirements:

• 7+ years relevant fixed income and F/X quantitative modeling experience
• Solid mathematical background with top-level quantitative knowledge and skills in pricing, risk calculation, etc.
• Strong knowledge of applicable quantitative models (interest rate models, volatility models, etc.)
• Familiarity with fixed income and F/X asset classes, vanilla and exotic instruments
• Market risk and credit risk management familiarity preferred
• Solid experience with pricing libraries, Excel, SQL.
• Linux-based data handling and Python programming experience a plus.
• Self-directed; excellent communication and presentation skills

Education:

• Post-baccalaureate degree in a quantitative discipline

“We are an equal opportunity employer and all qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability status, protected veteran status, or any other characteristic protected by law.”