What are the responsibilities and job description for the Quantitative Analyst position at BCforward?
Job Description
Quantitative Analyst
Title: Quantitative Analyst
Location: New york, NY
Duration: 2 Months
High level job description
The role would entail reviewing and updating Municipal models impacted by the LIBOR cessation.
Key Responsibilities
* Identify and implement, with supervision, code changes to support Libor cessation
* Test and assess the impact of such changes
* Work with traders, risk and other interested parties to explain the impacts of changes driven by Libor cessation
* Management of related technology & operations impacts to business
Skills & Experience
- Minimum of 5 years relevant experience in a global banking environment
- Knowledge of financial maths and stochastic calculus
- Knowledge of C and python
- Financial markets product knowledge
- Understanding of LIBOR and its implications within the industry (desirable)
Interested candidates please send resume in Word format Please reference job code 193275 when responding to this ad.
