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Analytic Recruiting, Inc

Vice President, Quantitative Development

Analytic Recruiting Inc. Boston, United States
Posted 4 months ago Hybrid Job Permanent Base up to 250k, total comp up to $330K
H
Posted by
Hazem Kamal
Recruiter

A prominent financial Institution is seeking a Vice President, Quantitative Development to lead their Fixed Income Embedded Quantitative Development team. This person will assist with building, optimizing cross-asset pricing models, and working with a variety of trading, valuation, and risk management tools.

 

Salary: Base up to 250k, total comp up to $330K

Location: Boston, MA (2 days/week)

Visa sponsorship IS AVAILABLE

 

Responsibilities:

 

-Build new and enhance current pricing and risk models for cross asset instruments and derivatives.

-Participate in the full model development lifecycle including reference data and time-series data acquisition, system integration, testing, and release.

-Refactor and redesign existing code to improve performance and increase usefulness and maintainability.

-Conduct quantitative analysis of the current markets, trends and trading strategies

-Design and build the next generation of real-time pricing, risk, and scenario analysis systems

 

Qualifications:

 

-PhD in Computational Finance, Computer Science, Mathematics, Physics or closely related degree

-10+ years’ experience in building financial models and tools in C#/C++/Java

-Knowledge of linear and non-linear products such as swaps, swaptions, Cap/Floor, contingent options, Digitals, Bonds, asset swaps, etc.

-Results-driven, proactive team player with on-time delivery

-Strong trouble-shooting skills under time constraints

 

Skills:

 

-Experience with interest rate curve building and SABR volatility model

-Experience with SQL, Python, and Excel/VBA

-Experience with ORM tool, web service, and C# GUI

ABOUT COMPANY
New York, United States
Information Technology
Since 1980 ANALYTIC has been a leader in staffing roles that require analytic talent. Our practice is nationwide and focuses on quantitative positions...
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