Front Office Credit Derivatives Quantitative Analyst | New York City recruitment
This leading European Investment Bank is looking to expand its Fixed Income Credit library with the acquisition of a highly experienced Quantitative Modeller. You will ideally have some experience modelling derivatives and fixed-income products, however you may also come from more of a pure CDO, ABS and Credit Hybrids background. This role will require a very high level of mathematical finance ability including the creation of complex derivative pricing models using high end mathematical modelling such as Stochastic Calculus, advanced PDE’s, Stochastic Volatility etc.Responsibilities:-Developing Read more […]
May 31, 2012
• Tags: Derivatives careers in the USA, Front Office Credit Derivatives Quantitative Analyst | New York City recruitment • Posted in: Financial • Comments Off on Front Office Credit Derivatives Quantitative Analyst | New York City recruitment