OTC FI quantitative researcher // United States recruitment

Responsibilities:    Work closely with traders in OTC fixed income to build necessary infrastructure, curves, and models to price swaps, swaptions, caps, floors, CMS, and CMS curve options    Work with trading desk and software engineers to deliver a risk management framework    Validate existing pricing and trading tools on the fixed income deskQualifications:    3+ years of quantitative research experience focused on working with OTC fixed income products;  must have strong experience working with the quantitative models and techniques used in this space    Must have experience Read more […]

May 9, 2012 • Tags: , , , • Posted in: Financial • Comments Off on OTC FI quantitative researcher // United States recruitment