Quantitative Developer

Quantitative Developer

New York, New York

January 4th 2019

POSITION DETAILS

Contract

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.


REQUIREMENTS

Qualifications/Requirements:

  • Analytical and creative problem solving.

  • Knowledge of Scala or Java is desirable, but the candidate should demonstrate the desire to learn.

  • Knowledge of C++


PREFERRED QUALITIES

Insert Qualities Here

  • Knowledge of Financial Math.

  • Knowledge of Fixed income products.


 
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Job ID: A2258