Posted by

Executive Recruiter

NY Based Financial Firm is looking to add a Ph.D. Quantitative Analyst to its Fixed Income team to lead the 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 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

Plus:

Knowledge of MBS, CLOs, CMBS, and related Interest Rate Derivatives
Nice to have experience working on and understanding actuarial models used to assess investment risk
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
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 jeg@analyticreecruiting.com

Job ID JEG-24496

More jobs From Analytic Recruiting Inc.