Interest Rate Quant - PhD Interest Rate Quant - PhD …

Analytic Recruiting Inc.
à New York, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 15 oct. 21
Competitive
Analytic Recruiting Inc.
à New York, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 15 oct. 21
Competitive
Diffusée par:
Jim Geiger • Executive Recruiter
Diffusée par:
Jim Geiger
Executive Recruiter
NY Based Financial Firm is looking to add a PhD Quantitative Analyst to its Fixed Income team to provide an independent review of the models used by the firm's investment portfolio managers and risk managers.

Requirements:

  • Ph.D. degree in Mathematics, financial engineering or related subject
  • Strong quantitative modeling and analytical skills
  • Extensive programming experience R, Python, Matlab, Java or C++
  • Excellent communication and writing skills
  • 5+ years of experience developing or validating models for structured fixed income, real estate, rates and equity investments

Plus:

  • Knowledge of MBS, CLO’s, CMBS and related Interest Rate Derivatives
  • Some experience with Machine Learning Applications and Tools
  • Ability to clearly present complex models and methodology
  • Previous experience of cooperation with Market Risk, Front Office and Senior Management

Others:

  • Result Driven and ability to utilize various technologies when needed
  • Coding experience in Python and R a plus
  • Ability to work in a group and independently, strong self managing skills are a significant necessity in this role
  • Managing incomplete and large financial data, with ability to extract useful information and present them with clear and engaging graphs.

Key Words: PhD, Math, Stats, Quantitative Modeler, Model Validation, Fixed Income Investment Products, R, Python, Machine Learning

 

Please send resumes to Jim Geiger  jeg@analyticrecruiting.com

 

Analytic Recruiting Inc. logo
Offres similaires
Plus d'offres
Close