Previous Job
Previous
Application Quantitative Developer - Exempt
Ref No.: 20-00655
Location: New York, New York
  • The Markets Quant Strategy Team is looking for experienced Quants/Quant developers to help on pricing models, risk management infrastructure and model documentation/model risk management related tasks in fixed income and derivatives.
  • Work with existing quant team on testing and documentation of derivative pricing models.
  • Work with technology and quant team on IBOR transition related tasks

Qualifications:
  • MS or PhD (preferred) in science (math/physics/computer science/statistics) or financial engineering.
  • Strong programming skills in C++, C#/Python/R.
  • Strong analytic and problem solving skills.
  • Good communication skills.
  • Experience in derivative market, pricing, model development and risk management preferred.
  • KDB experience a plus.
  • 3-5 years of experience.
  • Financial experience a must.
  • Programming skills: C++, python and problem solving skills.