Job Description:
Job ID(17822) |
Major international financial firm in NYC is looking for a PhD-level quant with extensive experience in developing RMBS-CDO valuation models for a senior position within the market risk 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 firms RMBS and CDO holdings. The team supports market risk, credit risk, and asset liability management. Candidates must have 3+ years of risk, valuation, and prepayment model validation development and implementation experience for RMBS and CDOs. Candidate must have an advanced degree (PhD preferred) in a quantitative field with solid C++ programming skills, broad knowledge of derivates and other fixed income products and good communications skills.
Recruiter: Jim Geiger
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