Interest Rates Desk Quant Modeler- VP- New York recruitment

The successful candidate will be responsible for developing, maintaining and enhancing financial models required for the Muni trading desk. Types of transactions include amongst others BMA swaps, caps and swaptions, and callables.

Requirements:
-MS or PhD in mathematics, engineering, or physics
-Prior fixed income derivates, flow rates experience
-Strong programming skills, particularly in C/C++
-Prior experience with BMA and OIS curves, SABR a plus
-Excellent communication skills, as this will be an on-the-desk trader facing role.