The Gateway to Algorithmic and Automated Trading

Interest Rates Desk Quant

this job appointment has expired

Location United States,

Remuneration $200000 - $250000 per annum

Employment type perm

Updated 14th Nov 2017

Company Selby Jennings

Contact Abigail Challgren (Chi)

Phone (331) 240-3246

Email click here

Interest Rates Desk Quant
A leading, global proprietary trading firm headquartered in downtown Chicago is looking to expand their Fixed Income Quant Analytics team. The individual will have the opportunity to join a growing team with some of the industry's strongest researchers, engineers & traders. The ideal candidate will have a background in fixed income, specifically interest rates derivatives products, with hands-on experience building pricing models & yield curve construction.

Job Requirements

  • Advanced degree in Math, Computer Science, Physics, Engineering or related field
  • Strong background working with interest rates derivatives products such as swaps and options and performing bond relative value analysis
  • 4 years' experience working in a quantitative position (researcher, analyst..) with direct exposure to rates, pricing models, hedging & curve construction
  • Strong background in C , C# and/or Java
  • Ability to demonstrate strong communication skills & the desire to work in a growing team

Financial Job Opportunities | Automated Trader