Complex Asset Solutions Vice President – 3164 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 group works on a variety of challenging assignments in which we improve our clients' ability to identify, measure, 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. These approaches are married with applications that take into account market experience and current data and conditions. Our clients gain understanding of complex issues and an ability to make decisions based on rigorous analysis and deep expertise, 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:
- Valuing 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
- Managers 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
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 analytical and problem solving skills including the application of probabilistic analysis, time series analysis, Monte Carlo simulation, etc.
- Demonstrated experience valuing options, futures, swaps and other derivatives, and in designing and structuring financial instruments
- Demonstrated interpersonal and communication skills
- Minimum of 5 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
- Underwriting experience, specifically in the financial services industry
- Investment management experience
- Strong verbal and written communication skills
- Demonstrated effective interpersonal skills
Duff Phelps is committed to providing equal opportunities in employment. We will not discriminate between applications for reason of gender, race, religion, color, nationality, ethnic origin, sexual orientation, marital status, age, veteran status, or disability.
Duff Phelps – Take a Position That Matters.