Senior Quantitative Developer - Fixed Income

The quant team is responsible for providing valuation and risk calculations for all products traded by the firm (primarily rates, foreign exchange and credit) across a variety of applications. The team is implementing a new quantitative analytics library and are looking for an individual to drive the technology. Quantitative Modeling: Expand product and market coverage to address evolving client needs by researching, implementing and rolling out new rates models.Analytical Support: Maintain existing models, interact with client portfolio managers, traders and risk managers.Test models and explain any differences with expected results