Job Description:
Job ID(17070) |
Major Boston Asset Manager is looking for Fixed Income Market Risk Quantitative
Specialists to design, develop and test new Trading Risk Management models for evaluating [Credit & Rates] exposure and risk. The position involves designing and developing back-test and stress test methods for fixed income derivatives, VaR models for financial products, and conduct empirical studies. The candidate must have 5+ yrs of relevant Fixed Income quantitative experience implementing multi-factor, term structure interest rate models with a financial institution, an advanced degree (PhD preferred) in a quantitative discipline, JAVA, C# and/or C++, .Net, Excel programming skills.
Recruiter: Jim Geiger
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