Interest Rate Options Desk Quant – New York recruitment
The successful candidate will be responsible for developing, maintaining and enhancing financial models required for the IR trading desk. Types of transactions include, among others, BMA swaps, caps and swaptions, and callablesRequirements:-MS or PhD in mathematics, engineering, or physics-Prior fixed income derivates, flow rates experience-Strong programming skills, particularly in C/C++ -Prior experience with BMA and OIS curves, SABR a plus-Excellent communication skills, as this will be an on-the-desk trader facing role. Read more […]
July 7, 2012
• Tags: Accounting & Finance careers in the USA, Interest Rate Options Desk Quant, New York recruitment • Posted in: Financial • Comments Off on Interest Rate Options Desk Quant – New York recruitment