Credit Derivatives Quantitative Modeler (PhD)

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Job Title:
CREDIT DERIVATIVES QUANTITATIVE MODELER (PHD)
Job Description:
Job ID(jeg284 )
Major NYC Investment 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 a Structured Products Trading Desk. This team is responsible for developing, maintaining, and enhancing the firms 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 a Credit Derivatives or FI Trading Desk.

Recruiter: Jim Geiger

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