Senior Quantitative Analyst – Convertible Bonds
Our client is seeking a senior quant to build the pricing and analytical libraries for trading US converts.
The firm is a top tier prop trading company based in NYC with a scientific and technical focus with expertise in predictive strategies and low latency execution.
The Convertible Bonds and SPAC group is part of a new build out so this is an opportunity to join + build a team at the beginning and make a large impact from day 1.
· Passion for converts
· 8-15 years of industry experience in the converts space
· Solid understanding of converts and pricing methodologies [The team are looking for an expert in this area]
· Buyside experience
· Coding skills: e.g. Python, C++
· Ability to lead the convert effort
· The team is looking for a quant. Not looking for a trader or a portfolio manager