Model Researcher recruitment
Major Investment Bank is seeking a junior to mid-level Model Researcher possessing 2-4 years’ experience. Ideal candidate will have a PhD in a related field, in addition to strong knowledge of option pricing theory, familiarity with numerical methods, high-level programming languages (Python preferred, but will consider Matlab or Mathematica, and C++ is desirable but not required). This individual must have a proven record showing an ability to work independently, and produce original results (papers, patents, etc.). This position entails being part of a group responsible for model risk, model validation and model control. This group is responsible for models of empirical risks, such as potential credit exposures (PE), market risk (VaR, Value at Risk) and operational risk. Coverage will range across all product areas, from interest rate products, credit derivatives, equity derivatives, FX products to commodities derivatives. This individual will need to build expertise on each of these areas. Exceptional candidates without prior experience in finance can be considered as well. Very good communication skills are a must. Please contact Barry Franklin for more details.
Please refer to JO# BJF5899; Barry Franklin;
Integrated Management Resources, Inc.; Telephone: (480) 460-4422;
Email: barry@integratedmgmt.com;
PLEASE ATTACH PAPERWORK IN WORD FORMAT.