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Quantitative Analyst, Fixed Income- New York, NY- Applying technqs from stochastic calc to implmnt models for pricing interest rate volatility, & all fixed income derivs. Prototyping & conducting rsrch into var strat compnts, writing code to prod rsrch & strat cmpnts & utilizing C++ & Python. Dvlping & testing quant models & predictive models to supp robust trading strats & refine existing sw & analytical tools. Modeling var instrmnts & mkt conventions in the fixed income pricing lib. Feeding data from var sources into the models to gen alpha signals. Performing Alpha rsrch to dev new & improve existing strats.
Job Responsibility:
Applying technqs from stochastic calc to implmnt models for pricing interest rate volatility, & all fixed income derivs
Prototyping & conducting rsrch into var strat compnts, writing code to prod rsrch & strat cmpnts & utilizing C++ & Python