Complex Asset Solutions Director recruitment
At Duff Phelps, we stand for the qualities that power sound decisions. And we believe that behind every good decision, you'll find solid thinking, proven experience and valuable insight. But all the numbers and facts in the world mean nothing without a top team of professionals to make sense of them all.
That's where YOU come in - provided you're incisive, entrepreneurial and up for a challenge. We offer an environment where your talent and perspective matter - where you can make a real impact.
Our Complex Asset Solutions Team works on a variety of challenging assignments in which we improve our clients' ability to identify, control, diversify, mitigate, and/or exploit risk. Our team applies sophisticated mathematical models and innovative processes to design and evaluate complex financial instruments, drawing upon the latest developments in mathematics, computer science, and finance theory. Our clients gain understanding of complex issues and an ability to make decisions based on rigorous analysis rather than best guesses, resulting in an enhanced ability to achieve their goals.
Join our team and together we'll power the sound decisions that enhance value - yours and ours.
Responsibilities:
Directors value financial derivatives, complex corporate securities and analyzing equity/debt/commodities financial market data and history using time series analysis, Monte Carlo simulation, multivariate statistics, and other quantitative techniques.
- Develop, modify, test, optimize and implement derivatives valuation models and strategies
- Research and develop consistent market risk measurements for derivatives and underlying securities
- Estimate probability distributions, volatilities and correlations
- Assist senior consulting staff with statistical and analytic support to address complex financial structures
- Directors also have revenue generation targets. Candidates should demonstrate their abilities in generating revenue opportunities from consulting assignments and discuss their approach in generating future sales
Requirements:
- A graduate degree (M.S. or Ph.D.) in a quantitative discipline and an in-depth knowledge of Mathematics and Statistics as it applies to the financial markets
- Proven record of analytical and problem solving skills including the application of probabilistic analysis, time series analysis, Monte Carlo simulation, etc
- Prior experience valuing options, futures, swaps and other derivatives, and in designing and structuring financial instruments
- Demonstrated effective interpersonal and communication skills
- Minimum of 6 years of work experience in the valuation industry is required, preferably with specific experience in the derivatives markets and in the analysis of large data sets
In order to be considered for a position at Duff Phelps, you must formally apply via www.duffandphelps.jobs.
Duff Phelps is committed to equal opportunity and diversity, and recruits people based on merit.
Duff Phelps – Powering Sound Decisions.