Fixed Income/Structured Products- 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, derivatives and structured products [MBS,ABS, CDO's] holdings. The team supports the firms Asset Management group. Candidates must have 3+ years of experience in model development, risk, valuation, and/or prepayment model validation development and implementation experience for RMBS and CDOs. 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.
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 Geiger as your contact recruiter