Quantitative Analyst (PhD) Asset Management – Europe recruitment

Responsibilities include building, enhancing and supporting economic scenario models that optimize portfolio analytics for pension funds and insurance companies. Candidates must have a PhD in quantitative field, and demonstrated experience: working on interest rate models, developing discrete and continuous time dynamic asset pricing models, and developing algorithms for estimating model parameters. The position requires 1-5  yrs of experience with:  1] Economic modeling; 2] Risk and Asset Liability [ALM] Management models; 3] financial mathematics and theory;  and 4] experience with capital Read more […]

November 21, 2011 • Tags: , , • Posted in: Financial • Comments Off on Quantitative Analyst (PhD) Asset Management – Europe recruitment