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Interest Rate Quant -PhD

Analytic Recruiting Inc.
United States, New York
Posted 3 days ago Flexible Permanent Competitive
J
Posted by
Jim Geiger
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
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