Senior Pricing Quant

  • $20k - 30k per year + Bonus
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • GQR Global Markets
  • 31 May 18 2018-05-31

A leading bank in New York is proactively looking to recruit a front office modelling quant for an exotic desk. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

JOB DESCRIPTION

A leading bank in New York is proactively looking to recruit a front office modelling quant for an exotic desk. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

Location:  New York 

The role:

  • Development of front office derivative pricing models
  • Ensure correct and robust implementation of the models
  • Enhancing the C++ pricing libraries
  • Working entirely in their Front Office alongside quant’s & trade specialists

Requirements:

  • Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++
  • Demonstrable interest in financial modeling
  • Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
  • Excellent communication skills