Responsibilities will encompass Research (heavy data mining), Modeling, Pricing, and Risk Management in support of portfolio management. Applicants should have a top school PhD/MS degree with significant quantitative course work in Econometrics, Engineering, Operations Research and/or Statistics. Expert knowledge of Quantitative Finance as well as 2+ years financial industry experience in Fixed Income Analytics developing models and computer applications (JAVA/C++/SAS) required. Having implemented & applied analytics such as: Rich/Cheap analysis; Yield Curve models; Mortgage Prepayment; OAS; Portfolio Attribution and/or Option Pricing is critical. Superior verbal and written communication skills are an absolute must.
Salary $100-150k + bonus.
Register online at AnalyticRecruiting.com and refer to Jolb#DR310-EFC. MS Word attached resume will be requested. Recruiter for this position: Dan Raz, email@analyticrecruiting.com
Dan Raz
Analytic Recruiting Inc.
DR310-10062