Vice President
Analysis consists of fixed/float optimization, currency mix optimization of liability portfolios, hedge optimization, financial stimulation and derivative pricing. Strong quantitative skills and experience in modeling for derivative-based strategies. MFE or PhD preferred. Excellent communication skills are essential. Candidate must be fluent in fixed income, IRD and options mathematics. VBA and Matlab a must. Precise work with a premium placed on accuracy. This role reports to a Managing Director with a team of 3 people.
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