Model Developers / Quant (leads to quant trading opportunity)
Are you a Quant with European Fixed Income, Equity Derivatives, or Currency Derivatives Experience?Two of our notable clients, a hedge fund and a leading proprietary trading firm are looking for a seasoned/experienced Quant for the European Fixed Income, Equity Derivatives and Currency Derivatrives groups to learn the models and methods of this $2BN hedge fund, develop and refine existing models, develop several new models, and then move into quantitative trading, possibly in the 6 - 12 month timeframe.Eventually you will be modeling and trading exotics in European fixed income and currency derivatives.This position requires 2-5 years experience in quant, quant development or research for a major sell side firm in interest rate exotics, or similar work at a hedge fund or prop trading firm.
REQUIREMENTS
Education:PhD in mathematics, physics, engineering, or economics/finance.
Quantitative skills:Strong knowledge of interest rate modeling, including BGM, and experience of how to implement these models.Computer skills: Strong knowledge in programming, esp., C++, Java and Excel.Related terms and Keywords: finance, computer science, comp sci, computer engineer, computer information systems, management information systems, CS, MIS, IT, C++, Model, trading, fixed income, equity, derivatives,analytic, modeling, quantitative, quant, physics, multi-threading, realtime, commodities, derivatives, equity,currency, equities, fixed income, risk management, evaluation, pricing, credit, market, operational risk
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