Quantitative Analyst - Interest Rate Derivatives, Associate Level

388 GREENWICH STREET - TOWER, United States

USD 110K-125K Mid-level Full Time

@ C...

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Found 1d ago

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

Skills/Tech-stack

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Quantitative Analyst - Interest Rate Derivatives, Associate Level

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