Credit Derivatives Model Validation, Quantitative Analyst, New York

Top US bank is currently looking for a model validation specialist to join the team focusing on credit derivatives pricing models. This role requires a good level of quantitative ability but also gives the candidate the chance to gain exposure to different senior stakeholders and areas of business.

The firm is doing well and has grown over the last year, especially within the financial engineering and quantitative analyst teams. The group is incredibly dynamic, has a cross asset focus and there is a lot of collaboration on various modeling projects including CVA and Hybrid models.

 

Responsibilities:

 

Qualifications

APPLY | risk.americas@gqrgm.com

 

VISIT US | www.g-q-r.com/vacancies

 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Please ask for Kasey Churchill in our LA office (310 807 5025). Utmost confidentiality and discretion is assured.

 

LOS ANGELES | 1.310.807.5030

10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

 

NEW YORK | 1.212.763.8333

1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

 

LONDON | 0203.141.8000

Westminster Tower | Office Hours: 8.00-20.00 GMT

 

HONG KONG | 852.3678.6738

2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

 

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com

GQR Global Markets

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July 5, 2013 • Tags:  • Posted in: Financial

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