|
|
|
|
Senior Quantitative Analyst/Derivatives pricing Job
|
 |
Thank you for helping! This job will be reviewed by us shortly. Undo
Is this job a scam, MLM, or Home Based "Opportunity"? Mark as SPAM
|
| Employer Name: Financial Firm |
SpiderID: 2935617 |
| Location: New York, New York |
Date Posted: 11/2/2009 |
| Wage: Competitive |
Category: Finance/Investment |
| Job Code: QADP |
|
| Number Of Openings: 1 |
|
Job Description:
This is an opportunity with a top tire financial firm for a senior Quantitative Analyst, front office position. A candidate would work within the Quantitative Modeling Group as a researcher.
Essential skills, experience, and qualifications:
• 5+ years of relevant quantitative research experience
• Very strong analytical , mathematical and problem solving capabilities
• Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis
Experience in any of the following:
o Interest rates derivatives modeling
o FOREX modeling
o Credit derivatives modeling
o MBS, ABS, CDO’s
o Commodity modeling and research
o Equity derivatives
• Excellent written and verbal communication skills
• PhD/MS or equivalent degree in Math, Math Finance, Physics, Engineering, or Computer Science
• Very good understanding of quantitative models for pricing and hedging derivatives
• Outstanding C/C++ or C# programming skills
• Creative skills and ability to find solutions to research
Please email resume in Word.doc to dinka@martingaleinternational.com
Job Criteria:
Start Date: Any
Position Type: Full-Time Permanent
Years of Experience Required: 3
Education Required: Doctoral
Overnight Travel: None
Vacation Time: More Than 3 weeks / year
Company Profile:
Martingale International Search is an executive search firm established to offer a fresh approach to recruitment. We offer our clients a transparent service, our candidates an individual approach and our consultants a proactive working environment. We are specialized in the recruitment of people with strong mathematical, financial, quantitative and programming skills. Our practice is international and covers all major business areas including Finance, Financial Engineering, Software Engineering, Quantitative Modeling and Risk Management.
Contact Information:
| Contact Name: Dinka Krstulovich |
Company Type: Recruiter |
| Company: Martingale International Search |
|
|
|
| City: New York |
|
| State: New York |
|
| Zip: 10017 |
|
Web Site: http://www.martingaleintermational.com
|
|
|
|
|
|
|