Senior Fixed Income Quantitative Developer recruitment
Salary: $125,000-$150,000 + bonus and benefits
Location | New York
A new and exciting role working as a FI Quantitative Developer has emerged in New York within a leading financial institution looking to expand their team. The successful candidate will be given a great deal of responsibility from day one and will be instrumental in trade approval. This is a Senior level role with further opportunities to head their own team in the future.
Responsibilities:
• Developing and maintaining the analytics library.
• Developing and implementing quantitative models to validate different trading strategies.
• Implementing quantitative articles in C++ and SQL, dealing with volatility spreads and the modelling of implied volatility and other advanced mathematical models.
• Writing up new products from term sheets, risk reports and integrating them into the global booking system.
Skills, experience and qualifications:
• Previous experience on quant desk support.
• Ideally have 3+ years experience
• Must have a PhD in highly quantitative field with a preference on Computational Mathematics or equivalent
• Excellent level of advanced mathematical theory such as stochastic calculus, black scholes, PDE Modelling and large scale Monte Carlo simulations
• Expert knowledge in visual C++/C, Java, SQL Matlab
• Not essential but knowledge in Reuters and Bloomberg is desired.
• Strong communication skills
The team has outstanding bonus opportunities, based on high performances.
To apply please contact risk@selbyjennings.com with CV in word format.