Quantitative Developer - NYC

Quantitative Developer - NYC

The Hagan-Ricci Group (HRG)
NYC, New York | Posted: April 16, 2014


An Equity Finance/Prime Brokerage group within one of the major banks in NYC is looking for a quant to join a new quant team to support their business across risk, client analytics & pricing, inventory optimization and collateral management.

Work with technology to centralize risk and devise hedging strategies accordingly. Incorporate existing pricing models and develop new models with a consistent view on tenor / xccy / credit / borrow / funding risk across the main instruments of the desk

Inventory & Collateral Optimization

Client Analytics & Pricing Models

Additional Info

Relevant experience:
Equity finance, prime brokerage, collateral management, general equities, funding

Relevant skills:
Risk and portfolio optimization, systems, client analytics, statistics, curve construction & modern discounting methodologies

Compensation: 300k-500k Must be eligible to work in the U.S.

Email MS Word attached resume in confidence to resume@hrg.net
Reference RQ061-WST , Quant Developer on subject line.

Job Details

LocationNYC, New York
CategoriesQuantitative, Risk Management, Trading Technology