New York, NY
The consultant will be expected to:
- collaborate with other quants, in developing frameworks and tools for valuation of Interest Rate Products.
- understand existing models and work on tweaking and improving them, in accordance with the needs of the trading desk.
- occasionally work on developing new models, for valuing some rates product.
- Analytical and creative problem solving
- Knowledge of Scala or Java is desirable, but the candidate should demonstrate the desire to learn.
- Knowledge of C++
- Knowledge of Financial Math.
- Knowledge of Fixed income products.