Fixed Income/Derivatives- Valuation Quant Modelers – New York recruitment
The successful candidate will review, verify, and validate existing risk and trading models for theoretical soundness as well as provide analytic risk support and analysis of the firms extensive fixed income and exotic and vanilla derivative holdings. The team supports the firms Asset Management group. Candidates must have 3+ years of experience in model development, risk, valuation, and model validation development and implementation experience for fixed income,credit derivatives and illiquid securities. Candidates should have experience evaluating third party vendor risk systems such as Numerix and Algorithmics. Candidate must have an advanced degree (PhD preferred) in a quantitative field with solid C++ programming skills, broad knowledge of derivatives and other fixed income products and good communications skills.
Key words: Valuation, Model review, validation, quant, Credit derivatives, MBS, ABS, price verification
Refer to Job#19270 - EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim as your contact recruiter.