Senior Derivatives Quant, $400,000-$700,000 – New York City, United States

Top Global financial service provider is seeking an experienced Derivatives quant for a hybrid quant position The firm is looking for someone who can develop Tier 1 quality models to price interest rate, inflation, FX, Commodity, or Equity derivatives and structured notes.

Particularly people who have one of the following:
— implemented LMM, HW2f model for interest rate structured …

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