Responsibilities will include:
- Develop and Implement local volatility models across Credit products
- Back testing and develop trading strategies
- Develop tools which will be used by the traders on a daily basis
Ideal candidates should possess:
- Applied local stochastic volatility modeling experience
- 3+ years of experience working on a trading desk / front office desk with Credit products (CLO, CDS, CDX, or CDO)
- MS/PhD in a computational or STEM field. Computer science, physics, mathematics, engineering, etc.
- Strong programming skills in Python or C++.
If there is an interest, please click the APPLY NOW button below.