Quantitative Analyst Jobs

Quantitative Analyst

The Quantitative Analyst will contribute to building, optimizing and providing support for our cross-asset pricing models, and suite of trading, valuation, and risk management tools.

Duties & Responsibilities:

• Work on new user interface and back-end components for trading and risk management.
• Support Rates trading desk’s live production systems and resolve issues as they arise.
• Conduct quantitative analysis of the current markets, trends and trading strategies.
• Design and build the next generation of real-time pricing, risk, and scenario analysis systems.
• Refactor and redesign existing code to improve performance and increase usefulness and maintainability.
• Participate in the full model development lifecycle including reference/timeseries data acquisition, system integration, testing, and release.
• Build new and enhance current pricing and risk models for cross asset instruments and derivatives.

Requirements:

• 2+ years’ experience in building financial models and tools in C#/C++/Java.
• MS degree in Computational Finance, Computer Science, Mathematics, Physics or closely related degree.
• Results-driven, proactive team player with on-time delivery.
• Knowledge of linear and non-linear products such as swaps, swaptions, Cap/Floor, contingent options, Digitals, Bonds, asset swaps, etc.

· Strong trouble-shooting skills under time constraints.