Senior Quant – Lead position recruitment
Responsibilities:• Construct, verify/validate and maintain a library of models to support the fixed income business lines• Development of risk management tools by enhancing existing analytical models and focusing on designing and implementing new models (e.g. VaR, back test, stress test, etc.)• Implementation of pricing models and risk models across different fixed income asset classes, including interest rate models and volatility models etc. Experience:• 7+ years relevant fixed income quantitative modeling experience.• Management / experience in leading a quant team Knowledge Read more […]
September 8, 2012
• Tags: Capital Markets careers in the USA, Lead position recruitment, Senior Quant • Posted in: Financial • Comments Off on Senior Quant – Lead position recruitment