Quantitative Modeling-(PhD)(Stochastic Processes,C++,PDE) recruitment
Responsibilities will involve: creating and developing and testing Risk Management methodologies, analyzing exposures using stress testing and VAR techniques, research new methods for capturing risk exposure, and evaluating risk/reward across multiple asset classes (OTC Derivatives, Equities, Rates, FX, and Commodities). Applicants must have a quantitative PhD degree (Finance, Math, Statistics, Economics, or Econometrics), strong statistical programming skills (C++,VBA and SQL) and knowledge of [derivative pricing and risk management practices, numerical methods, Monte Carlo simulations, VaR, probability theory, stochastic processes, PDE, and term structure models]. Must also be adept at implementing mathematical models. This role is for someone who can create models.
Refer to Job#18861-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com