Senior Derivatives Quantitative Modeler
Candidate will have experience at a dealer or top financial firm in financial engineering, structuring and/or trading OTC derivatives/Structured Notes. Familiarity with bespoke term sheets, standard valuation models and street practices used for security valuation and portfolio risk analysis is imperative.Valuation choices for use of pricing models and intuitive skills to assess if models are reasonable will be required as well. At least one, if not additional experience in one of these asset classes is necessary... rates, FX, equities, commodities, Credit, mortgage derivatives or market risk. Candidates will be working with people spanning the whole spectrum from external clients( traders, sales, buy side, insitutional investors) and internal sales specialists, to developers and quants. Candidate must be able to present in from of a group and interact with clients, via phone or face to face. Masters degree in Math, physics or engineering, quanititative finance related masters dgree, PHD in mathematical finance required.
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