QUANT ANALYST – TEAM LEAD recruitment
This person will be part of the team responsible for implementation and maintenance of risk and pricing models for the fixed income asset class. Candidates should have Strong knowledge and hands-on experience with quantitative methods such as VaR, interest rate models, multi-factors term structure model implementation and its application. Qualifications include a PhD in a Quantitative Field along with 5-10 years of financial experience with strong fixed income knowledge. Prefer candidates to have previous Desk Quant experience. Previous leadership experience a strong plus. Candidates should have knowledge of a broad range of Fixed Income products (Swaps, Treasuries, Bonds, Derivatives, etc),. Experience with equities is desired. This is not a development role, but strong C++ skills are necessary for occasional use. Outstanding opportunity with a very strong team. Looking for a highly motivated self starter.
IMMEDIATE NEED!
For more info or immediate consideration, please refer to JCK1197 and submit resume in Word format to: Jason@comprehensiverecruiting.com