For Recruiters

Interest Rate Quant - Model Validation

Analytic Recruiting Inc.
New York, United States
Posted 2 days ago Permanent Competitive
J
Posted by
Jim Geiger
Executive Recruiter
NY Based Financial Firm is looking to add an experienced Quantitative Analyst to its Fixed Income team to provide an independent review of the models used by the firm's investment portfolio managers and risk managers.

Requirements:

  • Advanced degree in Mathematics, financial engineering or related subject
  • Strong quantitative modeling and analytical skills
  • Extensive programming experience R, Python, Matlab, Java or C++
  • Excellent communication and writing skills
  • 5+ years of experience developing or validating models for structured fixed income, real estate, rates and equity investments

Plus:

  • Knowledge of MBS, CLO’s, CMBS and related Interest Rate Derivatives
  • Some experience with Machine Learning Applications and Tools
  • Ability to clearly present complex models and methodology
  • Previous experience of cooperation with Market Risk, Front Office and Senior Management

Others:

  • Result Driven and ability to utilize various technologies when needed
  • Coding experience in Python and R a plus
  • Ability to work in a group and independently, strong self managing skills are a significant necessity in this role
  • Managing incomplete and large financial data, with ability to extract useful information and present them with clear and engaging graphs.

Key Words: PhD, Math, Stats, Quantitative Modeler, Model Validation, Fixed Income Investment Products, R, Python, Machine Learning

 

Please send resumes to Jim Geiger  jeg@analyticrecruiting.com

 

Job ID  JEG-24118
More Jobs From Analytic Recruiting Inc.
Analytic Recruiting Inc.
Interest Rate Quant -PhD
Analytic Recruiting Inc.
New York, USA
5 days ago Full time Competitive
Analytic Recruiting Inc.
Quantitative Modeler C++/Python – Asset Management
Analytic Recruiting Inc.
New York, USA
4 days ago Full time Competitive
Analytic Recruiting Inc.
Statistical Modeler - MBS
Analytic Recruiting Inc.
New York, USA
about 15 hours ago Full time Competitive
Analytic Recruiting Inc.
Quantitative Developer Python/R Shiny - Equity Hedge Fund
Analytic Recruiting Inc.
Stamford, USA
6 days ago Full time Competitive
Analytic Recruiting Inc.
Full Stack Quantitative Developer R, Python -Equity Hedge Fund
Analytic Recruiting Inc.
Stamford, USA
6 days ago Full time Competitive
Analytic Recruiting Inc.
Quantitative Equity Researcher -Hedge Fund
Analytic Recruiting Inc.
Stamford, USA
4 days ago Full time Competitive
Analytic Recruiting Inc.
Systematic Fixed Income Investment Analyst
Analytic Recruiting Inc.
Washington D.C., USA
5 days ago Full time Competitive
Analytic Recruiting Inc.
Mixed-Integer Optimization Modeler (PhD) - Fixed Income Portfolio
Analytic Recruiting Inc.
Boston, USA
about 2 hours ago Full time Competitive
Analytic Recruiting Inc.
Embedded Desk Quant - Short Term Bond Fund
Analytic Recruiting Inc.
Washington D.C., USA
about 22 hours ago Full time Competitive
Analytic Recruiting Inc.
Quantitative Market Risk Analyst - Asset Manager
Analytic Recruiting Inc.
San Francisco, USA
4 days ago Full time Competitive