Quantitative Analyst (PhD) Asset Management – Europe recruitment
Responsibilities include building, enhancing and supporting economic scenario models that optimize portfolio analytics for pension funds and insurance companies. Candidates must have a PhD in quantitative field, and demonstrated experience: working on interest rate models, developing discrete and continuous time dynamic asset pricing models, and developing algorithms for estimating model parameters. The position requires 1-5 yrs of experience with: 1] Economic modeling; 2] Risk and Asset Liability [ALM] Management models; 3] financial mathematics and theory; and 4] experience with capital markets products: Fixed Income, Equity, FX Derivatives. English required and German is strongly desired. Preference will be given to candidates who have work experience in capital markets and/or the insurance industry and have demonstrated skill in time series analysis, computer programming, and research that involves data collection, analysis and testing.
Keywords: Continuous Time Stochastic Model, PhD, Math, Asset Pricing, Data Collecting, Data Analysis, Optimization, Economic Scenario
Refer to Job#18242-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim as your recruiter contact.