NY Based Financial Firm is looking to add a Ph.D. 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.
- Ph.D. degree in Mathematics, financial engineering, or related subject
- Strong quantitative modeling and analytical skills
- Extensive programming experience in 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
- Knowledge of MBS, CLOs, 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
- Result Driven and ability to utilize various technologies when needed
- Must have Coding experience in Python and R
- 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 the ability to extract useful information and present them with clear and engaging graphs.
Key Words: Ph.D., Math, Stats, Quantitative Modeler, Model Validation, Fixed Income Investment Products, R, Python, Machine Learning
Please send your resume to Jim Geiger at firstname.lastname@example.org