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Job Posting Detail
HOT! Interest Rate Exotics Quant |
Date Posted:
|
4/2/2003 |
Location:
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San Francisco, US |
Salary:
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Top Money depending on experience |
Job Description:
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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:
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[email protected] |
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Disclaimer: The information included on this site has been placed there by Fund-Investors, L.L.C. for information purposes only. Fund-Investors, L.L.C. has not taken any steps to verify the adequacy, accuracy or completeness of the information provided. Neither Fund-Investors, L.L.C. nor any of its respective representatives make any warranty, expressed or implied, of any kind whatsoever, and none of these parties shall be liable for any losses, damages, costs or expenses, of every kind and description, relating to the adequacy, accuracy or completeness of the available information or the use of the available information. The use of derivative instruments may involve substantial risk of loss including losses in excess of your original investment. Derivatives prices are highly volatile and derivatives trading may be illiquid. With regard to all performance information contained in the accessible pages, users should note that past results are not indicative of future results.
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