Senior Quantitative Developer Fixed Income

Job Description: The quant team is responsible for providing valuation and risk calculations for all products traded by the firm (primarily rates, foreign exchange and credit) across a variety of applications. The team is implementing a new quantitative analytics library and are looking for an individual to drive the technology. Maintain existing models, interact with client portfolio managers, traders and risk managers. Test models and explain any differences with expected results. Requirements: 5+ years of quantitative model development experience using Python Quantlib and C++ A Degree in a Quantitative Field Experience in Bonds and interest rates derivatives (swap, swaptions, CMS spread options, midcurves, etc) and modeling (short rate, Libor Market Model) Exposure to curve building and stochastic volatility models. Expertise in stochastic calculus and numerical methods such as Monte-Carlo simulation, finite difference schemes. Benefits: Work from home opportunities Extended health care Dental care Life insurance Apply tot his job Apply tot his job Apply To this Job Company : careerwave.lovestoblog Salary : Work from home .