The role involves developing forecast and pricing models while assessing market trends to solve complex financial challenges
Job Summary
The role involves developing forecast and pricing models while assessing market trends to solve complex financial challenges.
Candidates will support the New York Rates Quantitative Strategy Data Group by providing analytical support to exotics, options, swaps, and other trading desks.
Employees are eligible for an annual discretionary award based on individual performance and the overall success of the Company.
Matching Summary
The role involves developing forecast and pricing models while assessing market trends to solve complex financial challenges.
Salary
Base: $130,000.00 - $160,000.00 annualized; Bonus: Discretionary incentive eligible; Benefits: Industry-leading benefits and paid time off
Skills & Requirements
Must-have
Advanced degree in quantitative field
Stochastic calculus and probability theory
Pricing models for rates derivatives
Programming proficiency in C++ and Python
Analytical modeling and numerical methods
Nice-to-have
Interest in AI-assisted coding workflows
Experience with advanced automation frameworks
Prior front-office analytic development experience
Ability to work in fast-paced trading environment
Key Requirements
Advanced degree in physics, mathematics, finance, or engineering
Strong knowledge of stochastic calculus and probability theory