Quantitative Developer - NYC
The Hagan-Ricci Group (HRG)
NYC, New York | Posted: April 16, 2014
JOB DESCRIPTIONAn 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 InfoRelevant experience:
Equity finance, prime brokerage, collateral management, general equities, funding
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 firstname.lastname@example.org
Reference RQ061-WST , Quant Developer on subject line.
|Location||NYC, New York|
|Categories||Quantitative, Risk Management, Trading Technology|