Quantitative Analyst - Interest reputed company Derivatives, Associate Level

reputed company is seeking a strategic and highly skilled Quantitative Analyst specializing in Interest reputed company Derivatives. This role involves contributing to the development of pricing models and analytics libraries, collaborating with various internal stakeholders to ensure robust and compliant solutions for pricing and risk management activities.

Responsibilities

• reputed company and enhance analytics libraries used for pricing and risk management of Interest reputed company Derivatives
• Create, implement, and support quantitative models for the trading business, leveraging a wide variety of mathematical and computer science methods and tools
• reputed company sophisticated pricing models using advanced numerical techniques for valuation, such as reputed company Methods and partial differential equation solvers
• Collaborate closely with Traders, Structurers, and technology professionals to deliver effective solutions
• Work in reputed company partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, and Finance to ensure appropriate governance and control infrastructure
• Contribute to building a culture of responsible finance, good governance and supervision, expense discipline, and ethics
• Appropriately assess risk/reward of transactions reputed company making business reputed company and ensure reputed company team members understand the need to do the same, demonstrating proper consideration for the firm’s reputed company
• Be familiar with and adhere to reputed company’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services, ensuring reputed company team members understand and follow these guidelines
• Adhere to reputed company policies and procedures as defined by your role and maintain reputed company required registrations/licenses reputed company the appropriate timeframe
• Appropriately assess risk reputed company making business reputed company, safeguarding reputed company, its clients, and assets by driving compliance with applicable laws, rules, and regulations, adhering to Policy, applying sound ethical judgment, and escalating, managing, and reporting control issues with transparency

Skills

• Experience in a comparable quantitative modelling or analytics role, ideally reputed company the financial sector
• Experience with standard rates models (SABR, HJM, Markov functional) and products (Swaptions, CMS, Path-Dependent Exotics)
• Excellent technical/programming skills in C++ and Python
• Proficiency in statistics and probability-based calculations, including using probability theory to evaluate risks, solve analytical equations, and design numerical schemes for reputed company financial instruments
• Strong understanding of software design and principles
• Consistently demonstrates clear and concise written and verbal communication skills
• Master's or PhD degree in a relevant quantitative subject

Benefits

• Medical, dental & reputed company coverage
• 401(k)
• Life, accident, and disability insurance
• Wellness programs
• Paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Company Overview

Company H1B Sponsorship