INTEREST-RATES QUANT Modeler (PhD) – HJM, BGM, SABR -Boston recruitment

This position will be responsible for developing, building and testing financial models and valuation tools to support the OTC derivatives trading business. Types of transactions include: futures, options, swaps, credit derivatives, forwards and repos. Additionally this position will provide additional quantitative support to traders. Candidates should have 3-5 yrs of relevant, hands-on experience in the implementation of C++ based stochastic models. Experience with BGM, HJM, or CIR models is a must in addition to experience with SABR models. The candidate should have broad and in-depth knowledge Read more […]

July 5, 2012 • Tags: , , , , • Posted in: Financial • Comments Off on INTEREST-RATES QUANT Modeler (PhD) – HJM, BGM, SABR -Boston recruitment