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.
- 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
- 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
- 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 firstname.lastname@example.org