Quantitative Analyst recruitment
Excellent opportunity to join a dynamic quantitative research group. Responsibilities for this role include: construct, validate and maintain models to support enterprise risk management; responsible for the creation, implementation and maintenance of pricing models for multiple asset classes; participate in the development of risk management tools by enhancing existing analytical models and focusing on the design and implementation of new models; Assist in identifying financial risk issues and providing solutions.
The successful candidate will have a PhD in a Quantitative Field along with a minimum of two years of financial experience within a Investment Bakn or Hedge Fund/Asset Manager Looking for candidates with experience between 2and 10 years of financial experience. Seeking candidates with experience in any of the following asset classes: MBS, Fixed Income, Credit, Interest Rate, Equity, FX, Commodities or Derivatives. Candidates should have a strong mathematical and quantitative skills; knowledge of probability theory, stochastic processes; Good econometric modeling and statistic skills (time series, GARCH, vol and forecasting, modeling). While this is not a development position candidates should still have solid C++ programming skills (VBA/SQL is a plus).
Please inquire for more information or confidential consideration. For more information or immediate consideration, please refer to Job# JCK1071 and submit resume in Word format to: jason@comprehensiverecruiting.com