• USD250000 - USD400000 per year
  • Manhattan, NY, USA
  • Permanent, Full time
  • Selby Jennings Investment Banking
  • 2019-06-11

Rates Quantitative Strategist

  • Location: Manhattan, NY, USA
  • Salary: USD250000 - USD400000 per year
  • Job Type: Full time

I'm working on an exclusive opportunity with a top-tier investment bank as they're urgently looking to expand their IR/FI Global Quant Team. Due to continuous success across their Flow Fixed Income Products desk the business is looking for an experienced Quantitative Strategist to come on board ASAP.

I'm working on an exclusive opportunity with a top-tier investment bank as they're urgently looking to expand their IR/FI Global Quant Team. Due to continuous success across their Flow Fixed Income Products desk the business is looking for an experienced Quantitative Strategist to come on board ASAP.

Responsibilities include:

  • Develop pricing and trading models for Flow FI products desk
  • Write efficient implementations of the models in the global Quant team C++ library
  • Participate in testing of implementations and back testing of effectiveness of models
  • Work closely with trading desks to develop and improve pricing and risk management tools
  • Be at the forefront of new pricing and risk calculation methods to adapt to market and regulatory environment changes

Requirements:

  • Background in linear rates products (bonds, swaps)
  • IR curves
  • Developing quant models/strategies,
  • Programming in Python and C++
  • MS or PhD (preferred) in a STEM field or Finance & Economics