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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. .