• Hudson Placement Group
  • $112,040.00 -203,780.00/year*
  • New York , NY
  • Accounting
  • Full-Time
  • 172 W 104th St

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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. Role 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. Candidate Requirements 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 PhD-level technical educational background (Math/Physics/Computer Science/Engineering) Strong C# or C++ programming skills Strong communication and teamwork skills Expert knowledge of modeling exotic interest rates derivatives products a big plus Expert knowledge of modeling FX markets and FX products a big plus Team leadership experience a big plus Strong, demonstrable mathematical and modeling skills. Current knowledge of industry standard modeling solutions. Total compensation for this position will be in 400 - 600K range.
Major NYC hedge fund has an opening for a Senior Quantitative Rates Analyst in its NYC office.

Associated topics: analyse, analyst, business analyst, business intelligence, business systems analyst, financial analytic, investment analyst, investment analytics, legal, regulation

* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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