New York City | Associate Level | Front Office FX / IR Quant Analyst
This investment Bank is looking for someone who is exceptionally and who can hit the ground running without much aid, as this candidate will be left to his-her own devices. The successful candidate will be working on one of the largest IR-FX trading floors in the world and will be supporting some of the most talented traders.
Responsibilities:
-Developing pricing models and supporting the trading desk on a daily basis
-Conducting daily derivative analysis and theoretical bond research.
-Researching and understanding model risk, managing effects and solutions.
-Developing own models, to be used by most senior traders.
-Conducting model validation, model control and understanding model trade.
-Ensuring continuing price verification analysis of all exotic products.
Skills, education and experience:
-Strong programming skills, i.e. VBA, C++, Matlab.
-Possess a strong interest in modelling and exotic products i.e. FX and IR.
-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.
-PhD in Mathematics-Physics-Financial Engineering from a top university.
This bank has an exceptional team with outstanding opportunities, which offers a generous salary.
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