Quantitative Analyst, Fixed Income
Listed on 2026-01-12
-
Finance & Banking
Data Scientist -
IT/Tech
Data Analyst, Data Scientist
Quantitative Analyst, Fixed Income
- New York, NY
- Applying technqs from stochastic calc to implmnt models for pricing interest rate volatility, & all fixed income derivs. Prototyping & conducting rsrch into var strat compnts, writing code to prod rsrch & strat cmpnts & utilizing C++ & Python. Dvlping & testing quant models & predictive models to supp robust trading strats & refine existing sw & analytical tools. Modeling var instrmnts & mkt conventions in the fixed income pricing lib.
Feeding data from var sources into the models to gen alpha signals. Performing Alpha rsrch to dev new & improve existing strats. Req's:
Master's (U.S. or foreign equivalent) in Fin Engg, Stats, Math, Fin Math or a rel field, plus 1 yr of exp in the pos offered or as a Quant Analyst, Algo Developer or rel exp. All req'd exp must have included:
Exp w/ fixed income derivatives & relevant modeling technqs using stochastic calc. Exp dvlping quant pricing models using data & stat analysis & ML. Exp working w/ fixed income fin products, inclding interest rate swaps, overnight index swaps, & futures. Exp programming in C++ & Python to support fixed income strats. Employer will accept any amt of prof exp w/ the req'd skills.
Salary: $200k-275k.
To apply:
email resume to & in subject line: AG233870.
TJN. :
New York, NY - 10060
Required
Preferred
Job Industries
- Other
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