Investment Quant-Rates/Structured Credit- Model Validation (PhD)
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 firm's extensive fixed income, derivatives and structured credit portfolio. The team supports the firms Asset Management group. Candidates must have 5+ years of experience in model development, and/or model validation experience for fixed income products and structured credit transactions. 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, experience working with (Algorithmics, Numerix, Polypath, SAS)and good communications skills.
Refer to Job#20043- 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.
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