Front Office Quant Analyst recruitment

Excellent opportunity to to join a dynamic quantitative research group.  Responsibilities for this role include: construct, validate and maintain rodels to support enterprise risk management;  responsible for the creation, implementation and maintenance of pricing models for multiple asset classes; participate in the development of risk management tools by enhanching existing analytical models and focusing on the design and implemenation of new models; Assist in identifying financial risk issues and providing solutions. 

The succesful candidate will have a PhD or MFE in a Quantitative Field along with anywhere between 1 and 10 years of financial experience.  Looking for candidates with experience in any of the following asset classes:  Fixed Income, Credit, Interest Rate, Equity, FX, Commodities or Derivatives.  Candidates should have a strong mathematical and quantitative skills; knowledge of probability theory, stochastic processes; Good econometric modeling and statistic skills (time series, GARCH, vol and forecasting, modeling). While this is not a development position candidates should still have solid C++ programming skills (VBA/SQL is a plus). 

Please inquire for more information or confidential consideration.  For more information or immediate consideration, please refer to Job# JCK1071 and submit resume in Word format to:  Jason@comprehensiverecruiting.com