Quantitative Researcher in New York, NY at Open Systems Technologies

Date Posted: 10/23/2019

Job Snapshot

  • Employee Type:
  • Location:
    New York, NY
  • Job Type:
  • Experience:
    Not Specified
  • Date Posted:

Job Description

A global investment firm is seeking a Quantitative Researcher to join their team in New York, NY.


  • Must have at least a Bachelor’s degree in Computer Science, or related field
  • 3 to 5 of years of experience with Rates vols (Arb free vol surfaces, CMS, Mid curve) and Linear Rates analytics (curve boot strapping, bond analytics, etc.)
  • Strong C++ programming experience
  • Strong analytical and mathematical skills
  • Strong communication skills
  • Ability to work independently in a fast-paced environment.
  • Detail oriented, organized, demonstrating thoroughness and strong ownership of work
  • Experience with BGM modelling and calibration preferred
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