The XVA Strat team at a major Investment Bank is seeking a highly motivated candidate at the Associate/VP level to join their New York team for the coverage of IR/Inflation projects with an emphasis on modeling/calibration.  Please see details below.
 
Responsibilities:

•          Supporting the desk’s daily trading and risk management activities such as pricing, hedging, etc
•          Developing tools and analytics for the desk to price and risk manage positions
•          Help traders and sales people understand the market and develop new business

 
Skills:

•          Good understanding of derivatives products in one or more asset classes, including rates, credit, foreign exchange, equities and commodities
•          Good understanding of basic financial math of derivative pricing
•          Excellent programming skills in C++ and Python or Matlab
•          Excellent communicator

 
Requirements:

•          Advanced degree in Math/Physics/CS/Engineering or similar