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| Location: |
New York, NY, United States |
| Recruiter: |
Selby Jennings |
| Salary: |
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| Description: |
multi-currency FHJM Monte Carlo simulators to deal with interest rates, Commodity, FX and credit hybrid products. Developing pricing models and building up the C++ library in order to integrate with the bank...
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| Location: |
New York, NY, United States |
| Recruiter: |
Hagan-Ricci Group |
| Salary: |
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| Description: |
and validate derivative models across credit derivative, emerging market derivative, and credit related hybrid products (with interest rate derivative, equity derivative, and MBS/ABS etc), developed internally or e...
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| Location: |
New York, NY, United States |
| Recruiter: |
Hagan-Ricci Group |
| Salary: |
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| Description: |
and validate derivative models across credit derivative, emerging market derivative, and credit related hybrid products (with interest rate derivative, equity derivative, and MBS/ABS etc), developed internally or e...
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| Location: |
London, United Kingdom |
| Recruiter: |
GQR | Global Quant Recruitment |
| Salary: |
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| Description: |
Bank, is looking to add headcount for junior-mid level interest rates & credit quant?? within their Hybrid EMEA Front office quantitative team within their London desk.Key tasks:- Developing pricing models for ...
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| Location: |
New York, NY, United States |
| Recruiter: |
Financial Tech |
| Salary: |
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| Description: |
will be responsible for developing and supportingpricing models for interest rate derivatives, exotic and hybridproducts.Responsibilities include:1. Research, implement and maintain pricing models for interest rate d...
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| Location: |
Hong Kong, Hong Kong |
| Recruiter: |
selby jennings |
| Salary: |
$130,000 + excellent package |
| Description: |
in working on the stochastic volatility LIBOR Market Model (LMM).- Develop a three factors short rate / FX hybrid model, for the pricing and hedging of cross currency products.- Implementing IR stochastic volatility...
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| Location: |
Hong Kong |
| Recruiter: |
Selby Jennings |
| Salary: |
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| Description: |
in working on the stochastic volatility LIBOR Market Model (LMM).? Develop a three factors short rate / FX hybrid model, for the pricing and hedging of cross currency products.? Implementing IR stochastic volatility...
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| Location: |
New York, New jersey, or Connecticut, United States |
| Recruiter: |
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| Salary: |
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| Description: |
will be responsible for developing and supporting pricing models for interest rate derivatives, exotic and hybrid products.
Responsibilities i...
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| Location: |
New York, New jersey, or Connecticut, United States |
| Recruiter: |
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| Salary: |
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| Description: |
The candidate will be responsible for developing and supporting pricing models for derivatives, exotic and hybrid products.
Responsibilities include...
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| Location: |
London, United Kingdom |
| Recruiter: |
Selby Jennings |
| Salary: |
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| Description: |
seeks exceptional Quantitative Modeler with significant experience in the field of Credit and Interest Rate hybrid modelling. The candidate will be expected to be a senior source of quantitative support to the trading ...
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