Derivatives Quantitative Modeler (PhD) -New York

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Job Title:
DERIVATIVES QUANTITATIVE MODELER (PHD) -NEW YORK
Job Description:
Job ID(17533)
Major NYC Bank is looking for a Quantitative Analyst with strong statistical modeling skills to help design and develop a global front office Value-At-Risk model for the firm'::s Prime Brokerage Risk team. This team is responsible for developing, maintaining, and enhancing the firm'::s Global Cross Product Margining model. Applicants need to demonstrate expertise in statistics and Monte-Carlo simulation, have strong programming skills, (C/C++) and experience in integrating models into existing analytical libraries and trading systems. A PhD is strongly recommended with at least 2 yrs of Quantitative experience supporting an Equity, Credit, EM or Rates Trading Desk.

Recruiter: Jim Geiger

Salary: Compensation Competitive Location: New York
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Job Categories: Derivatives/Futures/FX & Structured Transactions, Fixed Income Research, Sales & Trading
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