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Quantitative Analyst, Front Office Quant

  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Job reference: 281641/012_1558126740
  • Sector: Selby Jennings, Quantitative Finance
  • Date posted: 17/05/2019

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. As a result, the Head of FICC is urgently looking for an experienced Front Office Quant to join his Interest Rates team covering both vanilla and exotic derivative products.

Responsibilities:

  • Researching and developing IR pricing models using C++
  • Supporting the FI trading desk on daily basis across vanilla and exotic IR derivatives
  • Maintaining the analytic engine for Interest Rates and Fixed Income products using C++

Key Qualifications:

  • 2+ years of experience as a front desk quant covering vanilla and exotic derivatives at a top firm
  • 5+ years of experience in the financial industry working across FICC products
  • Expertise in C++
  • Master's and/or PhD in Computer Science, Financial Engineering, Math, or related discipline
  • Great communication skills
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