FX/Rates-Exotic Options Model Review

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Job Title:
FX/RATES-EXOTIC OPTIONS MODEL REVIEW
Job Description:
Job ID(16690)
Major Investment Bank in NYC is looking for a PhD Level Quant with experience in FX & Interest Rate Derivatives for a senior position within the Derivative Model Review Group. The successful candidate will review and validate existing risk and trading models for theoretical soundness as well as provide analytic risk support and analysis of the firm'::s FX & IR options trading business. Candidates must have 3+ years of model validation experience and expertise in Stochastic Calculus as well as Term Structure, Arbitrage Pricing & Exotic Option Pricing Theory. Candidates must have advanced degree (PhD preferred) physics, engineering, or math with solid C/C++, VBA or Java programming skills.

Recruiter: Jim Geiger

Salary: Compensation Competitive Location: New York
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Job Categories: Derivatives/Futures/FX & Structured Transactions, Quantitative Finance/Financial Engineering, Risk Management
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