Senior Quantitative Analyst : Develop and maintain the mathematical models underpinning the BondEdge product on issues relating to financial engineering, modeling assumptions and the financial meaning of the results generated by the product. In this role, the Senior Quantitative Analyst will: provide new quantitative models to the BondEdge product as necessary, fix difficult software bugs relating to the analytical models within BondEdge, create and present lectures for client workshops, in-house training sessions, publish high-level newsletter, white paper and journal articles pertaining to advanced fixed income modeling and research, assist in the QA process, coordinate projects with the Development Team, support the Consulting Group in dealing with client related issues.
Required Degree : PhD in Physics or Mathematics from a US University
Required Experience : At least 2 years related experience. Research experience in university setting is acceptable
Other Requirements : At least 2 years experience in parallel programming in C/C++; At least 2 years experience with C/C++; At least 2 years experience in dealing with Monte Carlo simulations; Advanced and broad knowledge of fixed income securities and markets; Training in ordinary and partial differential equations, statistics, and numerical methods; Scripting language experience (such as PERL, Python, etc.).
Keyword: phd, quantitative analyst
From: Interactive Data