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Mis à jour le lundi 26 septembre 2016
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Front office Quantitative analyst, Credit derivatives, New York, NY-Salary $130,000- $150,000 base
US investment bank seeks experienced Credit Derivatives Quantitative Modeller for role in NY.
The role will cover Single-Name, Structured Credit, CDO,CDS, CCDS, CVA (Counterparty Value Adjustment) and also a range of Hybrid and Mortgage products.
This is a newly formed position due to a restructure within the group and will give the successful candidate significant exposure to the business and commercial side of operations as well as research and desk support.
The successful candidate may adhere to the following criteria:
-Have significant experience working within Credit Derivatives Quantitative Modelling,
-Proficiency in C++/C, VBA, Matlab, and experience of building and maintaining analytic libraries,
-Exceptional financial mathematical ability: Stochastic Calculus, Advanced PDE's, Large Scale Monte Carlo Simulations, Binomial and trinomial trees, Statistics,
-Top academic background to PhD, DEA level in a highly quantitative field, e.g. Mathematics, Computational Mathematics, Financial Engineering, Electrical Engineering, Physics,
-Previous management experience would be desirable.
To apply or for more information please contact the Quant Exotic team by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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