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Hedge Fund Arm of a major Investment Bank is looking for Fixed Income Quantitative Analysts to join their research group.
Responsibilities: • Calibrate models that support the Fixed Income Derivatives trading desk.
Requirements include experience in: • Strong Programming skills(C/C++) and ability to integrate models into existing analytical libraries and trading systems advanced degree in Physics, Applied math, engineering or computer science from a top university. • Knowledge of Statistical packages such as Matlab, Excel, etc.
Candidates must have a strong Computer science, programming, mathematics, statistics and quantitative modeling in the area of Fixed Income Derivative Products.
Quantitative Analysts must have several years of experience calibrating models for research and trading.
Isaacson Search Company is a specialty boutique firm with over 15 years success placing Quantitative people at all levels from Jr. Quants to Director-level positions. We specialize in top-tier Hedge Funds, Brokerage Houses, Investment Banks, and AAA-rated Reinsurance companies mainly in New York City but also in the EU and Asia.
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