IRD Desk Quant – NYC recruitment
The position involves modeling Interest Rate Products for pricing, validation, and risk. Requires a PhD in Physics/Math or Engineering with significant exposure to option pricing, financial theory. stochastic calculus in general.. Experience with supporting a desk which trades linear and volatility products and knowledge of how to develop term structure models. Programming skills (C/C++) required.
Compensation: Commensurate
Please refer to Job 18586 -EFC and send MS Word attached resume to tim@analyticrecruiting.com
If you are a suitable candidate, you can expect:
- a follow-up call to further discuss the position, your interests and expertise.
- Your resume will be sent to our client(s) only after we obtain your approval.
- We are unable to work with 3rd party candidates or agencies
Key Words: C++, Interest Rate Derivatives, BMA, term structure models
December 6, 2011
• Tags: Information Technology careers in the USA, IRD Desk Quant, NYC recruitment • Posted in: Financial