Quantitative Analyst – Pricing Model – New York
Our client, an international CIB, is looking for a new member to join their Credit Pricing and Electronic Markets Technology Development team to develop systems used for the Global Credit Trading activity. This Front Office facing team works directly with Traders and Business Management to provide high-quality solutions both locally and as part of the global platform.
- Develop pricing and electronic markets applications.
- Work with traders, developers, quants, business analysts, and vendors to develop an effective platform
- Collaborate with a team of global developers to set specifications for new processes
- Provide second-line support of applications for front-office users
- Provide presentations to Application Support, Trading, Quants, and other teams
- Participate in the SDLC process and constantly work to improve the process
Is this project fitting for you?
- PhD or Master’s degree from a top university (Mathematical finance, Statistics or equivalent);
- 2+ years of experience in a pricing model validation role or other front office quant role;
- Broad exposure to Fixed Income and/or Equity Derivatives;
- Expertise in C#, C++, Java or Python.
Your key assets:
- Great communication skills (written and verbal);
- Great analytical skills;
- Proactive and creative.