I am currently partnered with the head of a Fixed Income quant team at a top US Investment Bank that is expanding their team in NY. There is a need for multiple experienced , Front Office Quant Strategists to work alongside the trading desk. You will also have the opportunity to learn from a tenured and experienced professional that has grown their team year on year in comparison to their competitors on wall street.
They are looking for quantitative Quant Strategists with the following qualifications:
- 2+ years of front office experience supporting an interest rate trading desk (i.e. options, exotics, or structured products)
- Relevant academic background in computer science, mathematics, physics, engineering, or finance, with a strong preference for an individual holding an advance degree (M.F.E. or higher)
- 2+ years of professional programming experience in a language such as C++, Python, Java
- Strong knowledge of interest rate derivatives such as futures, swaps, swaptions, exotic derivatives
- Implement, maintain, and develop exotics models within the C++ code base
- Interface with traders daily for ad-hoc product requests
- Work with other lines of business to support trading tool development, research, and implementation
- Develop and implement new Python pricing models
- Collaborate with rates team to implement & make improvements to models of rates exotics products.