[Hiring] Senior Quantitative Developer - Interest Rate Pricing Models @Vichara
Mar 29, 2025 - Vichara is hiring a remote Senior Quantitative Developer - Interest Rate Pricing Models. 💸 Salary: 120-140k. 📍Location: USA.
Role Description
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.
- Document all changes and prepare submission packages for MRMG’s review.
- Respond to feedback from MRMG and adjust submission packages accordingly as appropriate.
Qualifications
- 5+ years of quantitative model development experience using Python.
- A Degree in a Quantitative Field.
- Experience in interest rates derivatives (swap, swaptions, CMS spread options, midcurves, etc) and modeling (short rate, Libor Market Model).
- Exposure to curve building and stochastic volatility models.
- Expertise in stochastic calculus and numerical methods such as Monte-Carlo simulation, finite difference schemes.
Benefits
- Work from home opportunities.
- Extended health care.
- Dental care.
- Life insurance.
Company Description
Vichara is a Financial Services focused products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world.
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| 📍 | Be aware of the location restriction for this remote position: USA |
| ‼ | Beware of scams! When applying for jobs, you should NEVER have to pay anything. Learn more. |
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Salary
💸
120-140k
|
Remote
Location
USA
|
|
Job Type
full-time
|
Posted
Mar 29, 2025
|
| 📍 | Be aware of the location restriction for this remote position: USA |
| ‼ | Beware of scams! When applying for jobs, you should NEVER have to pay anything. Learn more. |
