Job Description

A financial services firm in New York City is seeking a highly skilled Quantitative Analyst with a focus on rates products to join our dynamic central team. This role will involve the development of advanced pricing models and analytics utilizing C++, with an emphasis on curve building for interest rate derivatives.

Responsibilities:

• Design and implement sophisticated pricing models for rates products in C++
• Conduct comprehensive analytics and curve building to enhance trading strategies in interest rate markets
• Collaborate with multiple teams across the organization to provide integrated solutions for rates products
• Contribute to the continuous improvement of pricing methodologies and analytical frameworks specific to rates

Qualifications:

• Master's or PhD in Finance, Mathematics, Statistics, or a related discipline
• Proven experience in Pricing Modeling & Analytics focused on rates products within Financial Markets
• Proficiency in C++
• Solid understanding of Quantitative Finance principles as they pertain to Interest Rates
• Exceptional analytical skills and a keen attention to detail

Desired Skills:

• Previous experience in both Sell-Side and Buy-Side settings

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