Director, Head of Financial Engineering, Credit Derivatives, New York
JOB DESCRIPTION:
My client are a leading provider of OTC Derivative Valuations and Market Data to Buy Side institutions across N.America.
They are currently looking for an experience credit derivatives specialist to lead a team of quants and product specialists in the New York Office.
This role will involve managing, leading and mentoring a global team of financial engineers, using technical and market knowledge to drive product enhancements and new product development in credit derivatives and commercial understanding of the market to drive new business opportunities.
This role is a great mix of technical projects as well as having a business focused outlook, with interaction with multiple internal and external stakeholders. You will be working closely with quants, developers, product specialists and portfolio managers.
QUALIFICATIONS:
- 5+ years of experience in Credit derivatives valuation, model validation or model development.
- Experience in pricing models for vanilla and exotic OTC derivatives
- Experience in market risk measures such as VaR methodologies (Monte-Carlo, Historic), sensitivities, greeks, stress tests and PL attribution
- Proficiency in Excel, VBA, and SQL
- Master’s degree or PhD in a financial or quantitative discipline – Mathematics, Physics, Financial Engineering
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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