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FO Fixed Income Quant l Financial Institution

this job appointment has expired

Location United States,

Remuneration $125000 - $200000 per annum, Benefits: Bonus

Employment type perm

Updated 07th Mar 2018

Company Selby Jennings

Contact Not disclosed

Email click here

Selby Jennings has recently partnered with a Financial Institution in the Bay area who is looking for a variety of Fixed income quant analyst at levels ranging from AVP to director to join their front office team. If you are looking to further challenge your current skills sets in developing cutting-edge pricing models for derivative products, this could be the ideal role for you.

To apply for this position you will have a professional background in developing pricing models for derivative products. You will also have extensive experience in using C .

Responsibilities will include:

- Developing front office benchmark pricing models for various derivative products using C
- Update existing models in the independent library
- Assist key stakeholders in the front office team (risk, traders etc.)

To be considered for this opportunity you will need to demonstrate:

- Extensive experience in developing pricing models for derivative products
- A high degree of proficiency in C
- A solid knowledge of stochastic calculus, monte carlo and PDE
- A strong academic qualification in a quantitative finance-related discipline - MSc or PhD preferred

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