Fixed Income/Derivatives- Valuation Quant Modelers – New York recruitment
The successful candidate will review, verify, and validate existing risk and trading models for theoretical soundness as well as provide analytic risk support and analysis of the firms extensive fixed income and exotic and vanilla derivative holdings. The team supports the firms Asset Management group. Candidates must have 3+ years of experience in model development, risk, valuation, and model validation development and implementation experience for fixed income,credit derivatives and illiquid securities. Candidates should have experience evaluating third party vendor risk systems such as Numerix Read more […]
August 23, 2012
• Tags: Asset Management careers in the USA, Derivatives- Valuation Quant Modelers, Fixed Income), New York recruitment • Posted in: Financial • Comments Off on Fixed Income/Derivatives- Valuation Quant Modelers – New York recruitment