Quantitative Analyst, Fixed Income

Location: New York

Quantitative Analyst, Fixed Income
- New York, NY
- Applying technqs from stochastic calc to implmnt models for pricing interest rate volatility, & all fixed income derivs.

Read the overview of this opportunity to understand what skills, including and relevant soft skills and software package proficiencies, are required.

Prototyping & conducting rsrch into var strat compnts, writing code to prod rsrch & strat cmpnts & utilizing C++ & Python.

Dvlping & testing quant models & predictive models to supp robust trading strats & refine existing sw & analytical tools.

Modeling var instrmnts & mkt conventions in the fixed income pricing lib.

Feeding data from var sources into the models to gen alpha signals.

Performing Alpha rsrch to dev new & improve existing strats.

Req's:
Master's (U.S.

or foreign equivalent) in Fin Engg, Stats, Math, Fin Math or a rel field, plus 1 yr of exp in the pos offered or as a Quant Analyst, Algo Developer or rel exp.

All req'd exp must have included:
Exp w/ fixed income derivatives & relevant modeling technqs using stochastic calc.

Exp dvlping quant pricing models using data & stat analysis & ML.

Exp working w/ fixed income fin products, inclding interest rate swaps, overnight index swaps, & futures.

Exp programming in C++ & Python to support fixed income strats.

Employer will accept any amt of prof exp w/ the req'd skills. xrlwcon

Salary: $200k-275k.

To apply:

email resume to &  in subject line: AG233870.

Jobiqo

TJN.

:
New York, NY
- 10060