The employer is reiterating that there have been no layoffs in the area of intended employment in the occupation involved in this application or in a related occupation within the 6 months immediately receding the filing of this application. Please see Field Ie26.br br H. 7A Full List of Alternate Major Fields of Study Operations Research, Mathematics, Mathematical Finance, Statistics, Physics, Computer Science, Financial Engineering, or related field of study.br br This position requires a Masters Degree in Engineering, Operations Research, Mathematics, Mathematical Finance, Statistics, Physics, Computer Science, Financial Engineering, or related field of study plus three 3 years of experience in job offered or three 3 years of experience as a Quantitative Researcher, Modeling and Analytics, or related occupation. The employer will alternatively accept a PhD in Engineering, Operations Research, Mathematics, Mathematical Finance, Statistics, Physics, Computer Science, Financial Engineering, or related field of study plus one 1 year of experience in job offered or one 1 year of experience as a Quantitative Researcher, Modeling and Analytics, or related occupation. Requires experience in the following Asset Liability Management with focus in Interest Rate risk; Interest Rate Derivatives Product and Valuation Model; Interest rate products including Sovereign Bonds, Corporate Bonds, Munis, Repos, Bond Futures, ED Futures, Options on Bond Futures, Options on ED Futures, FRAs, IRS, CCS, BasisSwaps, IR Vanilla and Quasi Vanilla Options, Bermudans, and Callable bonds; Interest rate models including Yield Curve Construction, Differential Discounting, SABR, Lattice and Monte Carlo based models; Interest rate markets; Libor Benchmark reform; Software development in Python and C; Functional programming in Python; Jupyter notebook; Object oriented programming in C; design patterns; Unit testing frameworks; Continuous Integration and Build tools; SDLC Agile teams tools such as Atlassian suite JIRA, Bitbucket.
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