Structured Products (MBS)/OTC Derivatives – Valuation Quant Modelers C++
The successful candidate will review, verify, and validate existing risk and derivative trading models for theoretical soundness as well as provide analytic risk support, valuation and hedging analysis for the firms extensive fixed income, equity, and commodity institutional clients. A major component of the role is client facing, and demands strong communication skills and the ability to articulate and explain complex concepts to a non-technical audience. Candidates must have 3-7 years of experience in model development, risk, valuation, and hedging for fixed income, MBS, OTC derivatives and exotic options. Candidates should have experience working with third party vendor risk systems such as Bloomberg, Numerix and Algorithmics. Candidate must have an advanced degree (PhD preferred) in a quantitative field with solid C++ programming skills, broad knowledge of derivatives and other fixed income products and superior communications skills.
Key words: Valuation, Model review, validation, quant, OTC derivatives, MBS, ABS, price verification
Refer to Job#20020-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.
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