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Senior Quantitative Analyst

Posted on Jan 24, 2019 by Hudson Placement Group

New York, NY 10001
16 Jan 2019
Annual Salary

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.

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.

Reference: 629959838

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