Quantitative Analyst, Fixed Income

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. Req's: 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. All req'd exp must have included: 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. Salary: $200k-275k. To apply: email resume to HRTresumes@hudson-trading.com & ref code in subject line: AG233870.