Job Description

Reference # : 22-00018Title : Quantitative Analyst
Location : New York, NY
Position Type : Contract
Experience Level : Start Date / End Date : 01/05/2022 / 12/31/2022
Libor Initiative – Quantitative Analyst (MQA -Munis)

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)


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