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Executive Recruiter

NY Based Financial Firm is looking to add an experienced 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.

Requirements:

Advanced degree in Mathematics, financial engineering or related subject
Strong quantitative modeling and analytical skills
Extensive programming experience 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, CLO’s, 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

Others:

Result Driven and ability to utilize various technologies when needed
Coding experience in Python and R a plus
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 ability to extract useful information and present them with clear and engaging graphs.

Key Words: PhD, Math, Stats, Quantitative Modeler, Model Validation, Fixed Income Investment Products, R, Python, Machine Learning

Please send resumes to Jim Geiger jeg@analyticrecruiting.com

Job ID JEG-24118

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