Accessibility Links

Emerging Markets Rates Quant

  • Job type: Permanent
  • Location: New York
  • Salary: US$100000 - US$200000 per year + Front Office Bonus
  • Job reference: 238481/004_1552515862
  • Sector: Selby Jennings, Quantitative Finance
  • Date posted: 13/03/2019

Summary for Rates Quant

A major investment bank in New York City has just gotten approval from the Global Head of Rates to bring on board additional headcount to their front office team. You will be supporting the senior emerging markets traders for the LatAm C++ models.

Responsibilities for Rates Quant

  • Support the traders as a desk strat on application development, risk management, and analytical tools
  • Develop Emerging Markets derivative pricing and analytical models
  • Implement and maintain the credit derivative pricing models in C++
  • Use Monte Carlo simulations to build the most robust models
  • Collaborate with the CRO and risk team on model documentation based on the existing framework to meet the needs of SR11-7 and CCAR
  • Technologies used: C++, Python

Qualification for Rates Quant

  • Applied experience working on a front office Emerging markets team or relevant rates experience
  • Ph.D. in a Quantitative Discipline (Physics, Mathematics, Statistics, Computer Science, etc.)
  • 3+ years of industry C++ skills
  • Expertise in Monte Carlo Simulation, Stochastic Calculus, and Partial Differential Equations
  • Perfect written and verbal communication

If you are looking to be part of this highly driven, expanding team please apply and we will reach out to discuss in further detail.

Similar jobs
Vice President - Quantitative Market Risk Analytics - London
  • Job type: Permanent
  • Location: City of London, London
  • Salary: £90000 - £130000 per annum
  • Description Vice President - Quantitative Market Risk Analytics - London One of the largest US investment Banks in the world are looking to hire a VP Market Risk Analyst to join their growing emerging markets
Research Scientist
  • Job type: Permanent
  • Location: New York
  • Salary: US$13000 - US$350000 per year
  • Description My client is a boutique, fully systematic hedge fund located 1 hour outside of New York City. They rely on fully quantitative models developed by the research team to find an edge in the markets.
Quantitative Analyst, Front Office Quant
  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Description After a successful year, one of the world's largest investment banks is expanding across all global offices, specifically New York, as they outperformed their 2018 benchmarks
Equity Quantitative Developer
  • Job type: Permanent
  • Location: New York
  • Salary: US$100000 - US$200000 per year + Front Office bonus
  • Description Company Summary: An emerging single investor fund in NYC is looking to bring on board top equity researchers to work within the Options and Delta One team. They are responsible for the market making
E-Trading Rates Researcher
  • Job type: Permanent
  • Location: New York
  • Salary: US$20000 - US$300000 per year + Front Office Bonus
  • Description Company Summary: The Head of Algo Rates at a Leading Investment Bank is looking to bring on board an experienced researcher to join his dynamic team in NYC. You will be part of the overall Interest