Quantitative Analyst - Interest Rate Derivatives, Associate Level
388 GREENWICH STREET - TOWER, United States
USD 110K-125K Mid-level Full Time
Tasks
- Assess transaction risk reward and ensure compliance
- Collaborate with traders structurers and technologists
- Create implement and support quantitative trading models
- Develop analytics libraries for interest rate derivatives pricing and risk
- Develop pricing models using Monte Carlo methods
- Develop pricing models using partial differential equation solvers
- Partner with risk and control functions for governance
Perks/Benefits
- 401k
- Disability insurance
- Life insurance
- Medical, dental, and vision coverage
- Paid time off
- Wellness programs
Skills/Tech-stack
.NET | C# | C++ | Differential Equations | HJM | Java | KDB | Markov Functional | Mathematical Finance | Monte Carlo | Numerical Methods | Object-Oriented | Object-oriented design | Partial differential equations | Probability | Python | SABR | SQL | Statistics
Education
Roles
Related jobs
-
Senior Data Analyst - FCSD USD 112K-212KAlteryx | Cloud platform | Data Modeling | Data Visualization | Google BigQueryCommunity service paid time | Employee resource groups | Flexible family care days | Paid Holidays | Paid parental leaveSenior-level Full TimeAllen Park, MI, United States9h ago
-
Senior Analyst - Advanced Business Analytics USD 85K-150KChampion Challenger | Data Analysis | Excel | Performance Analysis | Portfolio performance401k matching | Employee assistance program | Employee discounts | Employee stock purchase plan | Flexible Health Insurance OptionsSenior-level Full Time2911 Lake Vista Drive, TX R9h ago
-
Database Administration Associate USD 80K-85KCloud Computing | Data Management | Data Preparation | Data Quality | Data TransformationWork from home days per weekEntry-level Full TimeHouston, TX, US13h ago
-
Analytics Solutions Assoc Senior USD 148K-172KAlteryx | Microsoft Excel | Microsoft PowerPoint | Microsoft Teams | SQLBackup childcare | Financial coaching | Health care coverage | Mental health support | On-site health and wellness centersSenior-level Full TimeTampa, FL, United States18h ago
-
Senior Technology Support Consultant, Power BI USD 115K-185KAPI Integration | Data Modeling | Data Validation | Data Visualization | Data WarehousingSenior-level Full TimeCincinnati, OH, United States20h ago
-
Lead Data Analyst - Healthcare Transformation USD 135K-185KData Governance | Data Standards | Data Visualization | ETL | FHIR401k matching | Dental insurance | Federal Holidays | Health insurance | Paid time offSenior-level Full TimeFully Remote - Based in USA R20h ago
-
Bioinformatics Analyst USD 65K-114KArtificial Intelligence | Bash | Conda | Linux | Machine LearningMid-level Full TimeMemphis, TN, United States21h ago
-
Senior Technical Data Analyst USD 63K-108KBusiness glossary | Data Lineage | Data Modeling | Data Quality | Data WarehouseSenior-level Full TimeRemote CA - R1, United States R21h ago
-
Data Analyst II SQL, SSRS USD 56K-101KBusiness Objects | Data Cleansing | Data Modeling | Data Reconciliation | Data Validation401k | Holidays | Paid time off | Remote work flexibility | Stock purchase plansMid-level Full TimeRemote-NC, United States R21h ago
-
Senior Analyst, Item Data Management – Data Quality USD 80K-155KBusiness Process | Business process improvement | Dashboard Development | Data Analysis | Data QualitySenior-level Full TimeSTORE SUPPORT CENTER, ATLANTA - 9090, …21h ago
-
Senior Quantitative Analyst (US) USD 76K-114KFinancial Analysis | Forecasting | Microsoft Office | Model Documentation | Model Risk ManagementSenior-level Full Time1313 North Market Street, Wilmington, Delaware, …21h ago
-
Analyst, Medical Economics & Analytics USD 70K-90KDashboarding | Data Visualization | Excel | Key Performance Indicators | Performance indicators401k plan with company match | Access to legal and financial advice | Adoption support | Bonus program | Company equityMid-level Full TimeNew York HQ, United States21h ago
-
Senior Analyst, People Analytics USD 104K-139KBusiness Intelligence | Dashboards | Data Governance | Data Visualization | Data pipeline401k match | Adoption reimbursement | Comprehensive onboarding | FSA | Fertility services supportSenior-level Full TimeUS CA Remote, United States R21h ago
-
Sr Data Analyst USD 30KA/B | A/B Testing | B testing | DBT | Data Transformation401k match | Adoption Assistance | Dental insurance | Education assistance | Health insuranceSenior-level Full TimeMiami FL (Waterford), United States21h ago
-
Master Data Analyst USD 72K-102KDashboarding | Data Cleansing | Data Governance | Data Management | Data QualityLearning and development opportunities | Paid Company Holidays | Paid vacation | Volunteer timeMid-level Full TimeUS345 Summit GHQ 1 Kenvue Way, …21h ago
-
Enrollment Support Analyst - 26-34 USD 70K-82KCOB | Claims audit | Data Auditing | Data Integrity | EDIMid-level Full Time1. San Ramon, California, United States21h ago
-
Data Analyst - IT USD 70K-96KData Analysis | Data Modeling | Data Quality | Data Security | Data VisualizationMid-level Full TimeSanta Ana, CA, US22h ago
-
Sr. Data Analyst Sales USD 115K-158KDashboard Development | Data Integrity | Data Model | Data Modeling | Data QualitySenior-level Full TimeRemote, NY, US R23h ago
-
Marketing Data Analyst USD 120KDashboarding | Data Governance | Data Modeling | Data Quality | Data Studio401k company match | Dental insurance | Flexible spending account | Life insurance | Long-term disabilityMid-level Full TimeHybrid in Arlington, VA (or fully … R23h ago
-
Senior Business Analyst, Commercial Analytics USD 105K-150KArtificial Intelligence | Data Quality | Data Validation | Data Visualization | Data quality assuranceEquity package | Flexible vacation policy | Medical, dental, and vision coverage | Pet discount plans | Retirement plan company matchSenior-level Full TimeNew York - Remote R23h ago
-
Applied AI & Analytics Associate - Office of the CEO USD 111K-136KA/B | A/B Testing | B testing | Data Modeling | Data cleaning401k matching | Company holidays | Dental insurance | Employee stock purchase plan | Flexible spending accountMid-level Full TimeMiami, Florida, United States1d ago
-
Master Data Analyst USD 64K-122KAI Concepts | Analytics Cloud | Customer Master | Customer Master Data | DAX401k | Dental insurance | Medical insurance | Paid time off | Vision insuranceEntry-level Full TimeNorth Chicago, IL, United States1d ago
-
Credit Risk | Data Analysis | Data Visualization | Microsoft PowerPoint | Risk AnalyticsBackup childcare | Financial coaching | Health care coverage | Mental health support | Onsite health and wellness centersMid-level Full TimePlano, TX, United States1d ago
-
Analytics Lead, Safety & Customer Care USD 118K-147KA/B | A/B Testing | B testing | Dashboards | Data Analysis401k match | Child care benefits | Commuter benefits | Dental insurance | Family building benefitsSenior-level Full TimeNew York, NY1d ago
-
Healthcare Data Analyst USD 85K-105KClassification | Excel | Pandas | Python | Regression401k match | Commuter benefits | Comprehensive medical, dental and vision plans | Corporate athletic league | Corporate gym rateMid-level Full TimeNew York, New York, United States1d ago