Fixed Income derivatives strat / quant modeler

03 Nov 2024

Vacancy expired!

This is a great opportunity for an experienced interest rates derivatives quantitative analyst with strong programming skills to contribute to fixed income derivative model development and implementation. This position offers a stimulating and highly rewarding work environment and compensation potential and an excellent growth opportunity with a highly successful and expanding business

Qualified candidates will have:Strong numerical analysis and stochastic calculus skills3+ years quantitative analysis and modeling experienceHave thorough familiarity with interest rate term structure models, interest rate derivativesproficiency in a major programming language, preferably C or java , sufficient to implement own models.Excellent interpersonal, communication and problem-solving skillsStrong sense of ownership and ability to work independently in a fast paced environmentAn advanced degree, preferably a PhD, in a quantitative science from a highly regarded University

  • ID: #22111922
  • State: New York New york city 10019 New york city USA
  • City: New york city
  • Salary: Depends on Experience
  • Job type: Permanent
  • Showed: 2021-11-03
  • Deadline: 2021-12-27
  • Category: Et cetera