Fixed Income/Structured Products- 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, derivatives and structured products [MBS,ABS, CDO’s] holdings. The team supports the firms Asset Management group. Candidates must have 3+ years of experience in model development, risk, valuation, and/or prepayment model validation development and implementation experience for RMBS and CDOs. Candidate must have an advanced degree (PhD preferred) in a quantitative field with solid C++ programming Read more […]

May 7, 2012 • Tags: , , • Posted in: Financial • Comments Off on Fixed Income/Structured Products- Valuation Quant Modelers- New York recruitment