Quantitative Modeling (C++,SQL,Matlab) Securitized Credit, Leveraged Loans, CRE – New York recruitment
A major financial firm with offices in New York is building-out its capital markets risk analytics effort for the valuation and risk management of a large Securitized Credit, Leveraged Loan, Commercial Real Estate, Private Equity portfolio and is seeking candidates with 5 years of relevant market-risk, credit-risk, VaR, or financial product valuation methodology experience.The candidate must have solid and current C++ programming skill working on structured finance risk models, demonstrated experience with large datasets using R or Matlab, experience using Trepp and PPR and in-depth computer science Read more […]
February 29, 2012
• Tags: CRE, Leveraged Loans, Matlab) Securitized Credit, New York recruitment, Operations careers in the USA, Quantitative Modeling (C++, SQL • Posted in: Financial • Comments Off on Quantitative Modeling (C++,SQL,Matlab) Securitized Credit, Leveraged Loans, CRE – New York recruitment