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Major midtown hedge fund has an opening for a seasoned financial quantitative rates analyst.
The successful candidate will have proficiency in creating complex valuation models, curves and scenario analyses for a variety of asset classes, including Interest Rate Swaps, Swaptions, Caps/Floors, CMS products, Governments,Convertible bonds,Credit Default Swaps, and FX derivatives.
The successful candidate will be responsible for model development and quantitative support of the Interest Rates and FX trading desk. He or she will work very closely with highly technical traders to build new pricing, risk and market analysis models. They will work in a senior role in a quant team and partner with the technology team to implement and deliver quantitative models and solutions. They will supervise one junior quant.
At least six years of quantitative analyst experience at a front office interest rates desk
Expert knowledge of interest rates curve construction
Expert knowledge of modeling vanilla exotic interest rates derivatives products