Quant, Derivatives Valuation, New York recruitment
This role will give you the opportunity to review appropriateness of model inputs, model limitations, and assess the need for model valuation adjustments. You will review and improve upon existing methodologies and escalate findings to senior management, traders, risk, etc.Requirements include:-A master’s degree at a minimum-2-8 years in a valuations role-Specific experience in equity interest rate, credit and commodity derivative valuation -excellent written and oral communication skills-Strong computer programming skills including C++, Matlab, JAVA, and Excel, ACCESS VBA required- Strong computational Read more […]