Fixed Income Sr Quant - SCIB
Core
Develop, implement, and maintain models to price and risk manage fixed income derivatives within global markets activities.
Role type
Senior IC quantitative analyst (fixed income)
Builds
Quant libraries, pricing models, and risk management engines for rates trading desk
Domain
Financial services / Fixed income derivatives
Deliverable
production ML models
Required skills
Fixed income derivatives pricing models, model calibration, Python, C++, financial mathematics, model design, production environment integration
Preferred skills
Spanish language proficiency
Technologies
Python, C++
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