Quantitative Analyst – Interest Rates Derivatives recruitment
Immediate responsibilities will involve the development and enhancement of in-house analytics library, modeling, pricing and hedging interest rates models, interacting with traders and technology team developers on integration and testing.
Requirements:
Candidate’s background must include advanced educational background (preferably PhD in numerical science, strong skills in probability theory, stochastic processes, partial differential equations, numerical analysis/numerical methods, etc.), extensive industry experience in interest rate modeling , familiarity with the latest developments/trends/publications in IRD and related instruments, ability to implement models efficiently; strong communication skills and ability to work in a team environment; hands-on in programming, C# ideal, or C, C++, Java.
Please contact: LenG@dtg-usa.com or call 212.629.7720 for confidential consideration