All required experience must have included Experience with fixed income derivatives and relevant modeling techniques using stochastic calculus. Experience developing quantitative pricing models using data and statistical analysis and machine learning. Experience working with fixed income financial products, including interest rate swaps, overnight index swaps, and futures. Experience programming in C and Python to support fixed income strategies. Employer will accept any amount of professional experience with the required skills.br br ANY SUITABLE COMBINATION OF EDUCATION, TRAINING, OR EXPERIENCE IS ACCEPTABLE.
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