Job Description:
Job ID(15937 ) |
Leading Investment Bank is looking for Quantitative Model Review Analysts to join their teams in New York and London. This group is responsible for reviewing, testing, approving and documenting all models used across various trading desks and related areas. Candidates must have a PhD in finance, theoretical physics, or applied math and strong knowledge of stochastic calculus, PDEs and numerical methods. Additionally, the ability to build prototype models in Excel., Matlab, Mathematica, VB, and/or C++ is required. Some experience developing mathematical models in credit, IR, derivatives or risk management is a big plus as are excellent communication skills. Recruiter: Peter Arian
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