Credit Quantitative Analyst
388 GREENWICH STREET - TRADING, United States
USD 175K-250K Mid-level Full Time
Tasks
- Build python trader tools
- Collaborate with trading and technology teams
- Develop quantitative models
- Document models for governance
- Implement pricing and risk analytics
- Maintain C plus plus quantitative library
- Perform model testing and validation
- Support front office credit structures
Perks/Benefits
Skills/Tech-stack
C++ | Financial Modeling | Fixed Income | Model Validation | Numerical Methods | Pricing | Probability theory | Python | Risk Management | Software Design | Stochastic Calculus | Valuation
Education
Roles
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