Quantitative Researcher - Curve Source Team

Chicago, IL

Post Date: 06/16/2017 Job ID: 8783 Category: Quant

Our Client   is a principal trading firm, which means no outside investors or third party funds rather they trade for their own account in markets around the world.

Our Client   is looking for an exceptional Quantitative Researcher  with an expertise in fixed income, primarily focused on interest rate products, to join a team of highly talented engineers tasked with building a proprietary fixed income analytics platform.  Your role will focus on all areas of quantitative research including the research, development and testing of valuation models while working closely with the software engineers responsible for the analytics platform.  Your work will be used throughout the organization on a daily basis by traders, risk managers, and back office analysts.

 

To qualify for this role, you:
  • have 3+ years experience researching and developing models for pricing interest rate derivatives products such as swaps and options and performing bond relative value analysis
  • have 3+ years experience implementing financial models in C#, C++, or Java
  • can demonstrate expertise in stochastic calculus, probability theory, and other related fields of math
  • have an advanced degree in a quantitative field such as math, physics, or financial engineering
  • have strong communication and collaboration skills with the ability to work within a multi-disciplinary team that includes software engineers, quantitative researchers, and traders.

Bonus points if you have:
  • experience leading research initiatives/projects with limited oversight
  • experience training less quantitative personnel in topics such as fixed income analytics
  • experience working with large data sets provided in relational or key-value databases.
  • created interactive tools built on top of the analytics you’ ve provided
Modeling, Programming, Interest Rate Derivatives,

Evan Pollock


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