Vice President recruitment
The Quantitative Research group in Prudential Fixed Income is seeking to add a team member to work on research and modeling projects for relative value analysis and portfolio risk measurement across a wide range of fixed income cash and derivative products. Specifically, we are looking for somebody who is willing and able to get immersed in, and ultimately take responsibility for, a significant body of analytical C++ code. The quant team works closely with portfolio managers and traders as well as with colleagues in risk management and application development.
Skills
The successful candidate will most likely hold a PhD in Finance, Math, Physics, Engineering, or a similar quantitative field and have several years of fixed income modeling experience from a buy-side or sell-side firm. In particular, recent experience with interest rate derivatives modeling will be valued. We are looking for a demonstrated ability to carry out independent research projects as well as to make contributions in a team setting. In addition to general quantitative modeling abilities and financial product knowledge, the position requires strong C++ programming skills and experience with production systems. Knowledge of SQL and experience with R, Matlab, Mathematica and/or Excel/VBA would be helpful.