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After a successful year, one of the world's largest investment banks is expanding across all global offices, specifically New York, as they outperformed their 2018 benchmarks. As a result, the Head of FICC is urgently looking for an experienced Front Office Quant to join his Interest Rates team covering both vanilla and exotic derivative products.
Researching and developing IR pricing models using C++
Supporting the FI trading desk on daily basis across vanilla and exotic IR derivatives
Maintaining the analytic engine for Interest Rates and Fixed Income products using C++
5+ years of experience as a front desk quant covering vanilla and exotic derivatives at a top firm
10+ years of experience in the financial industry working across FICC products
Expertise in C++, Python
Experience covering the following models - HJM, LMM, SABR, and Hull-White
Master's and/or PhD in Computer Science, Financial Engineering, Math, or related discipline
Great communication skills
Internal Number: 5647275
About Selby Jennings Investment Banking
eFinancialCareers is a career site specializing in financial services.