Job Description:
Job ID(jeg249 ) |
Major Investment Bank in NYC is looking for a PhD Level Quant with experience working with derivative pricing models to join a Quantitative Risk Management Group. The group works closely with Front Office research teams and Product Control. The candidate will review pricing models in fixed income, equity, commodity, FX and credit derivatives, assess model risk and advise on model reserves. Candidates must have 2+ years of model validation experience, strong knowledge of C/C++ and a PhD in finance, math, physics or engineering. Candidate must have outstanding communication skills and front-desk quantitative experience will be a strong advantage. Recruiter: Jim Geiger
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