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Rates Quant

Company: HRG
Location: Newark
Posted on: November 19, 2021

Job Description:

The candidate will be responsible for model development and quantitative support of Interest Rates and FX trading desks. Candidate will work very closely with technical traders to build new pricing, risk and market analysis models.

Role & Responsibilities

Analytics support of pricing, marking and P&L reporting of FX/IRD Desk
Development of new pricing and risk models for FX/IRD Desk
Improvement of existing pricing and risk models used by FX/IRD Desk
Ensuring structured and consistent growth of Analytics Platform
Qualifications
One to six years of quantitative analyst experience at front office interest rates desk
Strong C# or C++ programming skills required
Strong communication and teamwork skills required
PhD-level technical educational background (Math/Physics/Computer Science/Engineering )
Working experience with modeling vanilla interest rates derivatives products
Working experience with modeling exotic interest rates derivatives products
Working experience with interest rates curve construction
Working experience with modeling FX markets and FX derivatives products

Keywords: HRG, Newark , Rates Quant, Other , Newark, New Jersey

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