CDS Corporates, CDX, LCDX Analytics – New York recruitment

Candidates should have 5 – 7 yrs of relevant, hands-on experience and can help in architecting and implementation of a C++ based framework to host a variety of its analytical components.  The candidate should have broad and in-depth knowledge of C++ in conjunction with expertise in credit derivatives and the components of their analytical valuation such as such as survival probability curves, correlation interpolation, and implied losses. Understanding of credit term-structure modeling and copula models is a plus. This position offers a base salary, competitive bonus and a comprehensive benefits Read more […]

March 12, 2012 • Tags: , , , , • Posted in: Financial • Comments Off on CDS Corporates, CDX, LCDX Analytics – New York recruitment