XVA quant strat - Assoc/VP level XVA quant strat - Assoc/VP level …

Anson McCade
à Manhattan, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 13 mai 21
perfomance based bonus
Anson McCade
à Manhattan, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 13 mai 21
perfomance based bonus
Great opportunity for a junior quant/strat with strong derivative pricing experience to join a strong xva quant strat team at a tier 1 bank.

XVA Strat - Assoc Level

NYC based

This Strat team is seeking a highly motivated quant/strat at around the Associate level to join their New York team.

Responsibilities:

  • Supporting the desk's daily trading and risk management activities such as pricing, hedging, etc
  • Developing tools and analytics for the desk to price and risk manage positions
  • Help traders and sales people understand the market and develop new business

Requirements:

  • Advanced degree in Math/Physics/CS/Engineering or similar
  • Good understanding of derivatives products in one or more asset classes, including rates, credit, foreign exchange, equities and commodities
  • Good understanding of basic financial math of derivative pricing
  • Excellent programming skills in C++ and Python or Matlab
  • Excellent communicator

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