Senior Exotic Rates and Term structure modeling Quantitative Analyst : New York : London
In Current Vacancies, Quantitative Analysis JobsTop tier US investment bank is currently seeking an experienced candidate to join their front office exotic quant team covering rates. The successful candidate will work within this group and be responsible for the term structure modeling within the team. This front office role will see the successful candidate working with the traders on a daily basis so a highly communicative and motivated individual is needed.
The successful candidate will be educated to a PhD level in a highly quantitative course and have gained up to 4 years experience covering front office exotic rates quant analytics. Within this you will have gained substantial exposure to BGM, Libor, HJM and stochastic modeling specific to term structure. You may also have experience of FX or LATAM markets.
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