Quantitative Developer Modeler

Confidential Company  •  New York, NY and Jersey City, NJ
$90K - $200K
Posted on 12/01/17 by Ravindra Patil
Confidential Company
New York, NY
Consulting
$90K - $200K
Posted on 12/01/17 Ravindra Patil

Job Title:QuantitativeDeveloper / Modeler

Location: New York City, NY

Responsibilities:

·        The role is a cross of quant developer and modeler.

·        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 C++

·        Knowledge of Scala is not necessary, but the candidate should demonstrate the desire to learn.

Desirable skills:

·        Knowledge of Financial Math.

·        Knowledge of Fixed income products.

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