Senior Quantitative Developer - Fixed Income
Company Description
Vichara is a Financial Services focused products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world.
Job Description
The quant team is responsible for providing valuation and risk calculations for all products traded by the firm (primarily rates, foreign exchange and credit) across a variety of applications. The team is implementing a new quantitative analytics library and are looking for an individual to drive the technology.
Quantitative Modeling: Expand product and market coverage to address evolving client needs by researching, implementing and rolling out new rates models.
Analytical Support: Maintain existing models, interact with client portfolio managers, traders and risk managers.
- Test models and explain any differences with expected results
Qualifications
5+ years of quantitative model development experience using Python
A Degree in a Quantitative Field:
Experience in Bonds and interest rates derivatives (swap, swaptions, CMS spread options, midcurves, etc) and modeling (short rate, Libor Market Model)
Exposure to curve building and stochastic volatility models.
Expertise in stochastic calculus and numerical methods such as Monte-Carlo simulation, finite difference schemes.
Additional Information
Compensation - 120-140K
Benefits:
- Work from home opportunities
- Extended health care
- Dental care
- Life insurance
Recommended Jobs
Business Development Manager (food industry, Korean Speaker)
Nippon Shokken U.S.A., is “the No.1 sauce company in Japan” and hiring a Business Development Manager in Englewood Cliffs, NJ. Base salary $80,280 and performance incentives (avg. 6% of salary). F…
Direct Support Professional (Female, Part-Time, 1099 Contractor)
Job Description Job Description Amazing U Community Services is seeking a caring and energetic female Direct Support Professional (DSP) to join our team on a part-time, 1099 contractor basis. …
Chief Financial Officer
Chief Financial Officer (CFO) for Grassi Client Location: Secaucus, NJ with some commute to New York City. Employment Type: Full-Time | On-Site. Grassi client. About the Company: G…
Security Officer
Job description: IPS Security Inc. is looking for Security Officers to join our team. Your role as a Security Officer will be to provide exceptional customer service to our clients and guests, monit…
Registered Dental Hygienist
Job Opening: Registered Dental Hygienist Cambridge Square Dental Job Description We at Cambridge Square Dental are excited to announce an opening for a part-time Registered Dental Hygienist to…
Therapeutic Tech
Job Title: Therapeutic Tech Location: Jersey City Medical Center Department Name: IDT PC Adult Req #: 0000226671 Status: Hourly Shift: Day Pay Range: $19.12 - $19.12 per hour Pay …
Associate Director, Business Development, Discovery Transactions
Job Description The Associate Director/ Director, Business Development & Licensing (BD&L) Discovery Transactions will be part of a seasoned team of transaction leads located in Rahway, NJ, West Po…
Calling All Radiology Upcoming Grads - Start Your Journey with RadNet! Explore Opportunities Across All Modalities (RT, Mammo, MRI, CT, Ultrasound and Nuclear Medicine) and experience Long-Term Growth. Apply Now and interview prior to graduation!
Job Description: &##127775; Launch Your Imaging Career with Delaware Imaging Network – Apply Before Graduation! &##127775; Opportunities for Radiology Tech and Sonography Students Are you gradua…
Maintenance Technician
Join our wonderful team as a Maintenance Technician today! Autumn Lake Healthcare at Cherry Hill is an exceptional team-oriented company hiring for Maintenance Technician ! We provide our staff wit…
Supply Chain Analyst (1117250)
Location: Camden, NJ Salary: $50,000.00 USD Annually - $55,000.00 USD Annually Description A growing organization in the supply chain and distribution sector is seeking a motivated Supply C…