Job Description:
Job ID(18329) |
Global Investment Bank is looking for a quantitative PhD with 0-3 years experience. The position involves modeling Interest Rate Products for pricing, validation, and risk. Requires a PhD in Physics/Math or Engineering with significant exposure to option pricing, financial theory. stochastic calculus in general, martingales and measure change to be more specific. Programming skills (C/C++) required.
If you are a suitable candidate, you can expect:
- a follow-up call to further discuss the position, your interests and expertise.
- Your resume will be sent to our client(s) only after we obtain your approval.
- We are unable to work with 3rd party candidates or agencies
Recruiter: Tim Valdner
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