Posted on: November 19, 2021
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
Development of new pricing and risk models for FX/IRD Desk
Improvement of existing pricing and risk models used by FX/IRD
Ensuring structured and consistent growth of Analytics Platform
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
Working experience with modeling vanilla interest rates derivatives
Working experience with modeling exotic interest rates derivatives
Working experience with interest rates curve construction
Working experience with modeling FX markets and FX derivatives
Keywords: HRG, Newark , Rates Quant, Other , Newark, New Jersey
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