Summary: A global investment bank is looking to hire an Associate/VP level Quant Developer to a growing team that supports front office pricing, modeling, and analytics for fixed income trading desks. Specifically, the team is looking to add someone that has experience working in a proprietary analytics/modeling library. This role is focused on C++ development and curve construction for interest rate swaps, interest rate options. This is a unique opportunity to join a team that's growing globally, as we move into next year.
Responsibilities:
- Develop models and analytics tools using C++ for interest rate products using yield curve models
- Develop interest rate swap pricing models
- Collaborate with traders, technology, and risk across the global business
- Risk transformation development
Qualifications:
- Masters or PhD in a quantitative discipline
- 2+ years of C++ development experience in a professional capacity
- 2+ years of experience supporting an interest rate trading desk
