What you’ll do

Working in the QR Rates team, you will be in charge of modelling, implementing and maintaining all aspects of our Emerging Market Rates analytics offering; namely:

• Owning the full curve construction stack for EM rates: bootstrapping, interpolation, multi-curve / cross‑currency frameworks, turn‑of‑year effects, and central bank meeting date handling
• Model EM‑specific instrument conventions (CDI, TIIE, SOFR vs. local benchmarks, NDF‑implied curves, onshore/offshore basis) and encode them into our quant library
• Leverage our internal quant library to deliver production‑quality pre‑trade analytics — EM curve monitors, RV tools, scenario builders — that PMs consume directly
• Drive improvements to our curve fitting methodology (spline selection, knot placement, smoothness vs. market‑fit trade‑offs)
• Maintain and modernise our codebase to the highest industry standards

What you’ll bring