Position Title:
Senior Quantitative Developer
Location:
New York, NY
Position Summary:
Senior Quantitative Developer @ TD Securities (USA) LLC (New York, NY) F/T – Provide models, analytics and quantitative support to the rates, credit, and commodities business units. Design and implement new models, affiliated analytics and support required to enable trading and associated revenue generation in new product areas. Adapt existing models in response to market evolution and changes. Work with various trading desks to provide ad-hoc analysis and tools required for managing trading, risk management or market analysis activities. Provide required modeling or analytical work to support one-off transactions. Partner with other areas in TDS including technology, risk management, treasury, finance, and compliance to deploy new or enhanced models to production. Telecommuting may be permitted within commuting distance pursuant to company policies. Rate of pay: $150,000 - $200,000/yr.
Required Qualifications:
Position requires a Bachelor’s degree, or foreign equivalent, in Financial Engineering, Business, or related field, and one (1) year of experience in the job offered, as Quantitative Analyst, or related position in the financial industry. Alternatively, employer will accept a Master’s degree and completion of an internship (approx. 10-12 weeks) or equivalent experience. Full term of experience must include each of the following: Financial products including interest rate swaps, swaptions, caps and floors, bonds, callable/puttable bonds, IR futures, bond futures, bond options, and bond futures options; Utilizing advanced statistics and calculus to study the fixed income volatilities and interest rate moves, and comparative pricing of bonds; Software and programming skills including C/C++ or Java, and Python; Bonds and credits; and, Software version control including SVN or Git. Employer will accept any suitable combination of education, training, or experience.
How to Apply:
Email resume to TDNYC.TDSUSHRServices@tdsecurities.com. Ref: TD-8076282