Quantitative Research Developer recruitment
Quantitative Research Developer
Will build mathematical and financial models to support company’s trading business and to test hypotheses pertaining to credit markets, security pricing, and risk management. Develop analytical tools and Analytics library to analyze platform for quantitatively driven trades. Create monitoring tools indicating deviations from historical relationships. Conduct valuation of fixed income instruments and derivatives for all business units and asset classes, such as credit, FX, fixed income, emerging market, commodity, and equity. Provide practical solutions to complex valuation problems using quantitative skills, mathematical models/theories and financial concepts, such as Probability, Stochastic Process and Stochastic Calculus. Coordinate with sell side analysts to gather ideas and market intelligence and resolve technology needs using C++, VBA and SQL, including streamlining daily marking and valuation processes, adapting firm software to deal with new instruments, and automating various desk functions.
Job Requirements
- Master’s degree in Mathematics, Physics or Statistics and
- At least 2 years applicable experience
Top schools and top GPA's required.