New York, NY

Posted: 01/14/2019 Industry: IT Perm Job Number: 11756742
The role is a cross of quant developer and modeller.

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.

Essential skills:
- Analytical and creative problem solving
- Knowledge of Scala or Java is desirable, but the candidate should demonstrate the desire to learn.
- Knowledge of C++

Desirable skills:
- Knowledge of Financial Math.
- Knowledge of Fixed income products.
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