- Merrimack, New Hampshire, United States
- On-site
- Full-time · Senior
- 3+ years
Build high quality, robust, efficient, and scalable analytical solutions that directly support portfolio construction, risk management, and alpha generation for the Fixed Income Embedded Quant Development Team.
Responsibilities
- Gather ideas and conceptualize them through a programming language
- Create a packaged solution usable by investment professionals
- Support portfolio construction, risk management, and alpha generation
Requirements
- Bachelor’s degree in a quantitative field such as Financial Engineering, Physics, Applied Mathematics, Computer Science, or a closely related discipline
- Advanced technical degree strongly preferred
- Nice to have: Interest rate modeling
- Nice to have: Interest rate derivatives
- Nice to have: CFA (or equivalent)