Fixed Income Quantitative Analyst
1 Spartan Way, Merrimack NH, United States
R
USD 80K-141K (estimate) Mid-level Full Time
Tasks
- Build arbitrage free interest rate models
- Build pre trade at trade and post trade analytics
- Collaborate with traders to evaluate model behavior
- Design relative value strategies for rates products
- Develop interactive tools for model outputs
- Develop valuation models for interest rate derivatives
- Enhance valuation models for inflation linked securities
- Explain quantitative concepts to non technical stakeholders
- Implement models into production
Perks/Benefits
- N/A
Skills/Tech-stack
Applied Mathematics | Curve fitting | Data Modeling | Derivatives pricing | Inflation Linked Securities | Interest Rate | Interest rate modeling | Machine Learning | Mean Reversion | Numerical Methods | Prepayment modeling | Python | Rate modeling | Regression | SQL | Series analysis | Statistics | Structure modeling | Swaptions | Term structure | Term structure modeling | Time Series | Time Series Analysis | Treasury Futures | Valuation modeling
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Regions
Countries
States
Cities
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