Senior Quantitative Analyst
3 weeks ago
As a Senior Quantitative Analyst, you will be responsible for developing and maintaining complex mathematical models for pricing and risk management of exotic FX & Rates derivatives.
Key Responsibilities:
- Develop and implement mathematical models for pricing and risk management of FX & Rates derivatives
- Collaborate with trading teams to design and implement Front Office tools and applications
- Develop and maintain the quant model library in C++ and C#
- Work closely with the business to understand their needs and develop solutions to meet those needs
Requirements:
- Bachelor's degree in Mathematics, Physics, or a related field
- 5+ years of experience in quantitative analysis, preferably in the financial industry
- Strong programming skills in C++ and C#
- Excellent problem-solving skills and attention to detail
- Strong communication and collaboration skills
- Ability to work in a fast-paced environment and prioritize multiple tasks
If you are a motivated and detail-oriented individual with a passion for quantitative analysis, we encourage you to apply for this exciting opportunity.
Millar Associates is an equal opportunities employer and welcomes applications from all qualified candidates.
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