• $140000 - $200000 per annum
  • Chicago, IL, USA
  • Permanent, Full time
  • Selby Jennings FIFX
  • 04 Sep 17

Quantitative Analyst - Interest Rates

  • Location: Chicago, IL, USA
  • Salary: $140000 - $200000 per annum
  • Job Type: Full time

Quantitative Analysis opportunity within the interest rate product sector


A leading trading firm is looking to add a Fixed  Income Quant to support the trading desk in Chicago, IL. The role will involve assisting the senior traders in creation and implementation of systematic trading models, including optimization of the strategies as well the as the development of quantitative tools for the desk. 

Job Requirements:
  • AT LEAST 3 years of experience researching and developing Interest Rate products such as bonds, swaps, swaptions, and futures
  • Programming experience using C++, C#, or Java
  • Masters degree or Ph.D. in a quantitative or related field
  • Direct experience building pricing models and yield curve generation 
  • Ability to work in a collaborative environment with other researchers, software developers, and traders
  • Professional experience working with large data sets
  • Python or R programming is a plus