Develop and implement fixed income pricing models with a focus on callable bonds, inflation bonds and calibration of discount/survival curves. Assist clients in research and implementation of credit spreads through advanced modeling. Design and implement solutions to meet clients’ needs. Review and analyze trends and changes in newly collected data and recommend strategies for model development. Evaluate corporate and sovereign bond data for anomalies in pricing and spreads. $100547/yr.
Requires master’s degree in Quantitative Finance and 24 months relevant work experience.
Please mail resumes to HR; Quantifi Inc., 276 5th Avenue New York, NY 10001.