Hybrid in New York, New York
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12d ago
Sr. Quantitative Analyst - Fixed Income and Market Risk Contract Role Description Proven experience in pricing and risk modeling for fixed income trading products, with a focus on leveraged loans.Strong understanding of model theory, calibration techniques, and dynamics of one-factor interest rate models, including the Hull-White model.Advanced Python programming skills, with hands-on experience in testing financial models.Experience with Numerix or comparable vendor-based modeling systems.Prof
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