Cross Asset Quantitative Modeler
One of the top multi-manager hedge funds here in New York is looking to add a crucial cross-asset quantitative modeler to their team. This seat will be responsible for building and improving derivative pricing models across Equities, Interest Rates, Credit, FX, Commodities and other asset class, as the team is looking for a strat who can work along multiple asset classes.
This is an excellent opportunity to work with a prestigious buyside organization in a centralized capacity, giving you exposure multiple PMs and engaging research projects.
Responsibilities will include:
- Development and implementation of pricing models across Equities, IR, FX, Credit and Commodity products.
- Support for pricing, analytics, and strategy implementation across multiple internal PM teams
- Conducting research on model efficiency improvements
- Working in a variety of ad-hoc capacities covering model development/implementation, desk tool development and data science initiatives across multiple asset classes
Ideal candidates should possess:
- C++ and Python programming skills
- 2+ years of experience working on a trading desk / front office desk in a modelling or research capacity
- MS/PhD in a Stem field
- Experience working with multiple products (Equity, FI, etc)
If there is an interest, please click the APPLY NOW button below.