Job Description:
A prominent brokerage firm is seeking a versatile Principal Quantitative Developer to lead their Fixed Income Embedded Quantitative Development team. This person will assist with building, optimizing cross-asset pricing models, and working with a variety of trading, valuation, and risk management tools.
Salary: Base up to 180k, total comp up to $250K
Location: Boston, MA (2 days/week)
Visa sponsorship IS AVAILABLE
Responsibilities:
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Build new and enhance current pricing and risk models for cross asset instruments and derivatives.
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Participate in the full model development lifecycle including reference data and time-series data acquisition, system integration, testing, and release.
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Refactor and redesign existing code to improve performance and increase usefulness and maintainability.
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Conduct quantitative analysis of the current markets, trends and trading strategies
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Design and build the next generation of real-time pricing, risk, and scenario analysis systems
Qualifications:
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MS degree in Computational Finance, Computer Science, Mathematics, Physics or closely related degree
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7+ years’ experience in building financial models and tools in C#/C++/Java
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Knowledge of linear and non-linear products such as swaps, swaptions, Cap/Floor, contingent options, Digitals, Bonds, asset swaps, etc.
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Results-driven, proactive team player with on-time delivery
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Strong trouble-shooting skills under time constraints
Skills:
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Experience with interest rate curve building and SABR volatility model
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Experience with SQL, Python, and Excel/VBA
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Experience with ORM tool, web service, and C# GUI
Keywords: Embedded Quant, Fixed Income Analytics, Quantitative Risk, Rates, Structured Products, High Income
Qualified candidates, please send resume to Hazem Kamal, Hazem@analyticrecruiting.com | For more opportunities, please visit www.analyticrecruiting.com.
