Interest Rates Quantitative Analyst recruitment

Top tier investment bank in New York City hiring a Quant Analyst to join Interest Rate Quant strategy team that builds models for IR Options, exotics and muni options.

You will work within a bright and experienced team of 5-7 to build pricing and risk models for Interest Rate options. Members of the team get exposure to all Interest Rate products and often become specialists in a particular area of Interest Rates. You will apply your strong math skills and C++ or JAVA programming knowledge to develop models that directly impact the money that is made.

Requirements:

- Programming knowledge in C++, JAVA
- PhD in physics, math, computer science, statistics, engineering
- Experience of Quant Analysis
- Ability to analyze large data sets

If you are determined to succeed in a competitive environment please send your resume to Jacquelyn Vinnedge at Huxley Associates for immediate consideration.