Working with a leading Investment bank who has a strong track record of sustained performance and innovation with clients across the Globe!
They are looking to add to their analytics team responsible across all divisions and asset classes for trading and the risk management of cash and derivatives in all asset classes of the bank: rates, credit, foreign exchange, commodities, equities, inflation, corporate finance, money markets, mortgages, hybrids, emerging markets.
The new hire will join the Analytics team in New York and will work on the modeling of core rates, bonds and asset-backed securities.
Maintaining existing models and implementing new models for pricing and risk management of core rates, bonds and asset-backed securities.
Documenting and testing models
Supporting the Quant library to strats, trading, GTO, Risk and Finance
You will have:
Education: PhD (preferred) or Masters in Maths, Physics or Finance
10+ years of experience in the financial services industry working on pricing models for government, municipal and corporate bonds.