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Interest Rates Desk Quant

  • Job type: Permanent
  • Location: Chicago
  • Salary: $200000 - $250000 per annum
  • Job reference: IRDQ11132017
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance
  • Date posted: 28/11/2017
Interest Rates Desk Quant
A leading, global proprietary trading firm headquartered in downtown Chicago is looking to expand their Fixed Income Quant Analytics team. The individual will have the opportunity to join a growing team with some of the industry's strongest researchers, engineers & traders. The ideal candidate will have a background in fixed income, specifically interest rates derivatives products, with hands-on experience building pricing models & yield curve construction. 

Job Requirements
  • Advanced degree in Math, Computer Science, Physics, Engineering or related field
  • Strong background working with interest rates derivatives products such as swaps and options and performing bond relative value analysis
  • 4+ years' experience working in a quantitative position (researcher, analyst..) with direct exposure to rates, pricing models, hedging & curve construction
  • Strong background in C++, C# and/or Java 
  • Ability to demonstrate strong communication skills & the desire to work in a growing team 
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