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Job Posting Detail


HOT! Interest Rate Exotics Quant
Date Posted: 4/2/2003 
Location: San Francisco, US 
Salary: Top Money depending on experience 
Job Description: US investment bank seeks a Quantitative Analyst to join the exotic fixed income derivatives group. Working on the trading desk, you will be responsible for the analysis and modelling of complex products including path-dependent structures, callable structures, Quantos, and hybrids. You will develop innovative core analytics for the business, as well as providing ad hoc support to traders. The ideal candidate will have 3 years front office derivatives pricing experience, exposure to exotic Interest Rate products and hybrids, and strong programming skills in C++. A quantitative PhD/MSc from a top institution is a prerequisite. You will be asked to work closely with traders on new product modelling and hedging strategy development.

 

Contact Via E-mail to: [email protected] 

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