Quantitative Analyst — Derivatives or Fixed Income recruitment
This major insurance company in NYC has three openings for quantitative analysts to support pricing and model validation. The openings are for quants to cover 1) fixed income products 2) fixed income derivatives and 3) structured products.
The fixed income quant will develop models and validate existing models for various types of bonds and derivatives. Experience with the valuation of private placements is a plus.
The strucutred product quant will cover products such as MBS, ABS, and CDO's.
The derivative quant will cover swaps, caps, swaptions, etc.
Candidates must have 3+ years developing or validating models in one of these areas. They should have a MS or PhD in a quantitative field, and excellent communication and interpersonal skills.