About the role
FinEx AI summary
Develops, tests and documents credit models and analytical tools for the Credit desk, including model calibration routines and market data analytics such as curve bootstrapping and interpolation. Partners with trading, sales, structurers, IT, Model Validation, Risk and Finance to deliver robust models into production and end-of-day processes.
Core skills
Quantitative FinanceCredit ModelsModel CalibrationCurve BootstrappingInterpolation MethodsMarket Data Analytics