Our client is amongst the top five global asset managers in the world hiring for their New York business. This team works directly with the Portfolio Managers, providing pricing and risk analytics for their investment business, sitting in Front-Office.
- Anyone in NYC at a VP level, 4+ to 8+ years
- C++ (primary) and Python required
- Ideally Exotic Rates Options, Vanilla Options experience
- Hybrid derivative modeling experience would be useful
- Covering Term-structure modelling, SOFR, Short-rate modelling, HJM models
- Looking to develop newer models, and plenty of re-modeling projects
- Very fast GPUs for pricers and plentiful resources
- Very hands-on, high-impact role
- Covering global markets
- Highly research driven environment
