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.
· Analytical and creative problem solving
· Knowledge of C++
· Knowledge of Scala is not necessary, but the candidate should demonstrate the desire to learn.
· Knowledge of Financial Math.
· Knowledge of Fixed income products.