Quantitative Risk Analyst(PhD)

Return to: Derivatives Pricing/Research & Modeling Specialty
Return to: Derivatives/Futures/FX & Structured Transactions Category
Return to: Major Job Categories

             
ADD TO JOB CART TO APPLY
Job Title:
QUANTITATIVE RISK ANALYST(PHD)
Job Description:
Job ID(jeg290 )
Boston based Hedge Fund is looking for a Senior Quantitative Analyst. The firms strategies are: Capital Structure Arbitrage, Risk Arbitrage, Share Class Arbitrage, FX, Fixed Income, and Structured Credit. Responsibilities include risk analysis, model validation, risk exposure and risk reporting. The candidate must have 3+ yrs of relative value risk modeling experience [CDS and Bond Portfolios], and experience building copula based models for diversification effect default risks (Expected Shortfall) as well as mark-to-market risks. The candidate will need expertise in CDS and Bond analytics, excellent programming skills preferably in C# or C++ and an advanced degree (PhD preferred).

Recruiter: Jim Geiger

Salary: Competitive Compensation Location: Boston, MA
ADD TO JOB CART TO APPLY
Job Categories: Derivatives/Futures/FX & Structured Transactions, Fixed Income Research, Sales & Trading, Portfolio Management & Alternative Investments
EXIT BACK TO MAIN CATEGORIES PREVIOUS YOU HAVE NO JOBS IN CART.
***