Associate
My client, a leading Global Tier One USA Investment Bank is looking for an Associate-VP level quantitative analyst to join their leading Asset backed securities desk. The candidate will be focusing on the development calibration of complex derivative pricing models for the European market for RMBS, CMBS, and ABS models. We do accept tentative enquiries for this opportunity
- Work within the Global Quantitative Development team within their global analytics library in C++
- Detailed review development of front office trading models
- Quantitative development of derivative pricing models for the front office RMBS, CMBS, ABS models
- Chance to work on a variety of complex exotic models
- Working entirely in their Front Office alongside quant’s trade specialists
- Liaise globally with team members to ensure the most successful development strategies are implemented
- Liaising closely with both quant’s and traders
- 3-6 years experience
- Experienced in Asset backed securities, mortgages backed securities, residential mortgage backed securities, commercial backed securities, structured products are preferable
- An excellent quantitative PhD/MSc from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics Probability, Electrical Engineering, Financial Engineering etc
- Strong communicative skills
- Experience with C++, C#, JAVA, VBA, Matlab, Python are of strong preference
- Confidence with a strong numerative/ statistical background
In Return:
- A huge opportunity to attain significant progression within the quant analytics sphere
- A large number of evolving projects to get your teeth stuck into and work expansively
- The chance to join arguably the strongest European linear rates team.
- The chance to master and manage some of the most complex models you can put your mind too.
- Impressive remuneration structure that pay extremely well both on base and bonus
- Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials
- Relocation allowance for overseas quant’s
Key words: quant analyst, quantitative analytics, quant pricing group, quantitative derivatives modeling, global analytics library, C++, C#, Java, front office model development, quantitative architect, library quant, ABS, CMBS, MBS, RMBS
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