Senior Quantitative Strategist, Global Banking & Markets, FICC Systematic Market Making

Lateral
New York, NY
Job Description
As a Senior Quantitative Strategist, you will work on challenging quantitative problems, such as modeling risks for derivatives, and gain exposure to machine learning and data science applications in finance. You will also engage with business users and engineers to understand their requirements and propose solutions tailored to their needs.

Requirements

  • PhD or Masters in applicable field such as Computer Science, Mathematics, Physics, Engineering, Computational Finance, Quantitative Finance.
  • Strong programming skills and experience with an object oriented programming language (such as C++, Python, Java).
  • Strong analytical and problem solving skills using math, statistics, and programming.
  • 5+ years of work experience is preferable.
  • Prior experience in Finance industry is preferable.
  • Work experience in data analysis is preferable.
  • Basic fixed income & bond mathematics knowledge is preferable.
  • Experience in development of models for bespoke financial products is preferable.
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