Prestigious New York City based Investment Bank is looking to add a Quantitative Analyst to their Fixed Income group.
Prestigious Investment Bank is looking to add a Quantitative Analyst to their Fixed Income group. This person will help support trading for the counterparty and credit risk management of the Interest Rate exoctics desk. Responsibilities will include model calibration; designing and implementing Libor pricers; designing & developing models to manage firmwide counterparty credit risk; designing and implementing numerical algorithms to calculate reseves for Bermudan style products. The ideal candidate will have hands on experience pricing interest rate exotics; in depth knowledge of model calibration and generic pricer design; Experience with Bermudan swaptions; amortizers, etc; in-depth knowledge of market models; strong C++ skills; solid background in numerical analysis. A PhD or equivalent in a Quantitative field is necessary along with at minimum 1-3 years of financial experience. This position comes with an outstanding compensation and benefit plan. There is an immediate need to fill this position and the firm is willing to buy out bonuses for this year. For immediate consideration please submit your resume in Word format to: ian@comprehensiverecruiting.com
