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Quantitative Analyst, Fixed Income

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The New York Times

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Location:
United States , New York

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Category:

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Contract Type:
Not provided

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Salary:

200000.00 - 275000.00 USD / Year

Job Description:

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
  • 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

Requirements:

  • Master's (U.S. or foreign equivalent) in Fin Engg, Stats, Math, Fin Math or a rel field
  • plus 1 yr of exp in the pos offered or as a Quant Analyst, Algo Developer or rel exp
  • Exp w/ fixed income derivatives & relevant modeling technqs using stochastic calc
  • Exp dvlping quant pricing models using data & stat analysis & ML
  • Exp working w/ fixed income fin products, inclding interest rate swaps, overnight index swaps, & futures
  • Exp programming in C++ & Python to support fixed income strats
  • Employer will accept any amt of prof exp w/ the req'd skills

Additional Information:

Job Posted:
January 05, 2026

Employment Type:
Fulltime
Work Type:
On-site work
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