Rates Quant – Fixed Income Quantitative Research
They are currently looking for a Senior Quantitative Analyst to be based out of New York, you would be expected to have 5+ years experience working with Interest Rates Derivatives including options as well as linear products as well as a good knowledge of Rates products in general.
Within this role you will also gain exposure to other asset classes such as FX, Credit, EM etc. You will be responsible for pricing models, spread sheets, the backtesting of new strategies as well as developing new tools for use by traders and PM’s. C++ and Excel skills will be imperative within this role, skills within Python or VBA would also be beneficial.
Responsibilities
• Developing pricing models
• Backtesting new strategies
• Regularly working on spread sheet models
• Developing Trading tools for use by traders and PM’s
Requirements:
• 5+ years working within a similar role on Rates Derivatives
• Great C++ and Excel skills
• Great communication skills
• Good understanding of a range of Rates products and strategies
• Good Data-base knowledge
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