New York, New York
January 4th 2019
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 Scala or Java is desirable, but the candidate should demonstrate the desire to learn.
Knowledge of C++
Insert Qualities Here
Knowledge of Financial Math.
Knowledge of Fixed income products.
Job ID: A2258