Quantitative Developer Modeler


New York, NY

Industry: Consulting


Not Specified years

Posted 375 days ago

  by    Ravindra Patil

This job is no longer available.

Job Title:QuantitativeDeveloper / Modeler

Location: New York City, NY


·        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.

$90K - $200K