The Rates Quantitative Analysis group is seeking an Associate or a junior VP level quant to support the USD Treasury desk. The role is based in New York.
- Day-to-day support for the Desk.
- Development of trading and risk management models and algorithms.
- MS or Ph.D. in mathematics, statistics, physics, engineering or financial engineering.
- Experience in statistics, data analysis, mathematical finance and quantitative modelling.
- Familiar with interest rate derivatives and bond products in particular. More specifically knowledgeable in yield curve construction, time series analysis, bond math.
- Ability to work in a team and to work well under pressure.
- Good written and verbal communication skills.