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多元

我们尊重差异和多样性。我们相信多样性可以推动创新并为组织带来价值。

忠诚

忠诚于我们的客户,也忠诚于彼此。无论顺境还是逆境,我们始终坚定不移地相互支持。

公平

我们努力做到公平。我们尊重并客观地倾听员工的意见。

工作机会

Front office quantitative analyst

One full-time position on the Front-Office Quant team of a major global investment bank in NYC.

Location: New York City, USA

Quantitative analyst intern

3 full-time positions to work as an intern on OTC derivatives valuation and risk.

Location: New York City, USA

其他

如果你喜欢数学、金融和技术,联系我们。我们总是有大量令人兴奋的项目,我们永远乐于和积极进取的人交流。

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Front office quantitative analyst

We have one opening for a full-time position to integrate the Front-Office Quant team of a major global investment bank in NYC working on Pricing, Risk and Margin models across all OTC Derivatives asset classes (IR, CR, EQ, CO, FX). Future hire by Investment Bank will be possible.

We are seeking one quantitative analyst with a minimum of 1 year of quantitative experience working on derivatives pricing models (or at minimum on stochastic models). Work is on-site in New York City.

Requirements:

  • MS/PhD/MA/MBA with focus on Financial Engineering, Mathematics or Statistics (or similar)
  • Graduation MUST be completed for this position (do not apply if you have not graduated yet)
  • US work authorization
  • Fluency in derivatives modeling (pde(s))
  • Minimum 1 year work experience in quantitative finance – pricing
  • Strong coding skills (Python is a plus, C# too)
  • Strong knowledge of OTC Derivatives
  • Strong work ethic and organizational skills
  • Communication skills

Quantitative analyst intern

We have 3 openings for full-time intern positions to work on pricing and risk models used in our quantitative platform.  The work will cover all asset classes (IR, CR, EQ, CO, FX) and all mainstream derivatives (swaps, swaptions, caps, floors, . . .).

Requirements:

  • MS/PhD/MA/MBA with focus on Financial Engineering, Mathematics or Statistics (or similar)
  • Graduation completed (ideally) or possibly in the coming months
  • US work authorization
  • Fluency in derivatives modelling (pde(s))
  • Minimum 1 year work experience in quantitative finance – pricing
  • Strong coding skills (C++ and Python, C# is a plus)
  • Strong knowledge of OTC Derivatives
  • Strong work ethic and organizational skills
  • Communication skills

Benefits:

  • Learn on the fundamentals of quantitative work (Model Risk Management)
  • Learn about most derivative financial products and their industry
  • Improve coding skills