NY Based Financial Firm is looking to add a PhD 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 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