Methodology-Vantage recruitment
Job Description:
The primary responsibility is to design, implement, and maintain valuation models and analytics tools for fixed income securities.
- Work with a quantitative team to enhance modeling capabilities.
- Keep abreast of and apply knowledge of industry and academic research as it pertains to fixed income securities. This includes methods of calibration, modeling interest rates and other correlated processes.
- Effectively manage projects and ensure that models meet the requirements of internal and external clients.
- Discuss fixed income valuations with industry and academic leaders.
- Statistically validate work where possible.
- Develop and maintain strong relationships with other teams.
Qualifications:
Required Experience:
- Phd in economics, mathematics, or physics or equivalent work experience in derivatives (a record of work related accomplishment on the Phd level).
- Strong background in numerical analysis software (numerical recipes, SAS, matlab, etc.).
- Minimum 2 years experience working with fixed income securities.
- Proven ability to program in C++ or C# skills for algorithmic development. Must demonstrate facility with these languages.
- Experience in working with SQL databases, CVS or SVN, Linux, and scripting languages.
Job Keywords: model development
December 1, 2011
• Tags: Equities careers in the USA, Methodology-Vantage recruitment • Posted in: Financial