Quantitative Researcher

new york, New York

A global hedge fund is seeking a Quantitative Researcher to join their team in New York, NY.

Within this role, you will work closely with Quants across the globe to develop fixed-income pricing and risk analytics for firm’s in-house pricing library, as well as developing pre-trade analysis tools for Portfolio Managers.

Qualifications

Required

  • Must have at least a Bachelor’s degree in Computer Science or quantitative field  
  • 3 to 5 years of experience with Equity derivative analytics
  • Experience with core equity building blocks, forward curves, equity vol surfaces
  • Experience pricing and calculating risk for Equity TRS, including IR DV01, etc.
  • Strong experience developing in Java and/or C++
  • Strong analytical/mathematical skills and problem-solving capabilities
  • Excellent communication skills
  • Ability to work independently in a fast-paced environment
  • Detail oriented, organized, demonstrating thoroughness and strong ownership of work

Preferred

  • Experience with Fixed Income analytics
  • Experience with Excel spreadsheet development
  • Experience with Python
  • Experience in other asset classes (FI, FX, etc.)

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