Exotic Rates Derivatives Quant – Front Office – Entry Level
JOB DESCRIPTION
A global U.S. Investment Bank is proactively seeking an Associate – AVP candidate to join there Exotic Rates Derivatives team. This is an expansion hire, where the ideal candidate will provide hands on front office support to traders and quant researchers. The candidate should demonstrate strong quantitative methods, problem solving abilities and excellent communication skills.
Those that will be successful in this position will be able to work with derivatives pricing models, create prototypes and enhance current models. As a junior hire, this needs to be someone who is academically qualified, with a Ph.D. or multiple Masters degrees in a quantitative subject from a top tier university. The pace of culture is academically challenging, extensively collaborative and an opportunity for one to get involved with one of the best investment banks in the country.
Location: New York, USA
The role:
- Develop models and implement them in C++.
- Implement products using pricing engines and models.
- Articulate model behavior and predictions to traders, identify risk and provide analyses of scenarios.
- Prototype pricing models for interest rates, swaptions, exotics, flows, etc.
- Develop pricing and calibration tools
Requirements:
- Ph.D. or multiple M.S in a quantitative field.
- Excellent C++ programming skills.
- Knowledge and professional experience with stochastic processes, partial differential equations, numerical analyst and probability theory.
- Excellent communication skills in order to express complicated methodologies to the business.
In return they are offering:
- Opportunity to join one of the largest U.S. Investment Banks.
- Huge opportunity to join a front office growing team in the rate industry.
- Competitive compensation, Intellectual stimulation, team environment.
- Exposure to a very cutting edge team, seeking to find new approaches rates products.
Key words: Rates, Exotics, Quant, Ph.D., Associate - AVP, swaptions, pricing models, C++, Front Office, flows, calibration tools, stochastic, PDE, entry level
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
APPLY | quant.americas@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.806.9333
12100 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 020.3207.9090
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.g-q-r.com.
Open all references in tabs: [1 - 4]
Leave a Reply
You must be logged in to post a comment.