Quantitative Derivative Specialist

Franklin Templeton
Boston,BOS,USA
Full-time

At Franklin Templeton, we’re advancing our industry forward by developing new and innovative ways to help our clients achieve their investment goals.

Our dynamic and diversified firm spans asset management, wealth management, and fintech, offering many ways to help investors make progress toward their goals.

Our talented teams working around the globe bring expertise that’s both broad and unique. From our welcoming, inclusive, and flexible culture to our global and diverse business, we provide opportunities to help you reach your potential while helping our clients reach theirs.

Come join us in delivering better outcomes for our clients around the world!

Putnam Investment Management LLC seeks a Quantitative Derivative Specialist in Boston, MA.

What are the ongoing responsibilities of a Quantitative Derivative Specialist?

Research and develop pricing and analytics models for existing and new asset classes and securities.

What ideal qualifications, skills & experience would help someone to be successful?

Requires Master’s degree in Financial Engineering, Computational Finance, or a directly related field and five (5) years of experience as a Quantitative Analyst, Financial Engineer, Actuary, or related occupation researching and developing quantitative pricing models for plain vanilla and exotic derivatives.

Prior experience must include the below skills / tools :

Five (5) years of experience :

  • Project Leadership;
  • Developing financial models;
  • Black-Scholes pricing equations and underlying theory;
  • SQL or similar database query language;

Three (3) years of experience :

  • Working with Bloomberg terminal or API;
  • Fixed Income derivative valuation modeling;

Discount rate-curve construction; and

Programming in Financial modelling languages including Matlab or R.

Two (2) years of experience programming in Python, MATLAB, Excel / VBA, or Java.

Telecommuting and / or working from home may be permissible pursuant to company policies. .

30+ days ago
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