| Employer: | Hedge Fund |
| Recruiter: | Options Group |
| Location: | NYC or SF, United States |
| Posted: | August 26, 2008 Expires: November 23, 2008 |
| Job Title: | Quantitative Modeler/ Strategist |
| Description: |
The new employee will be a part of the financial modeling group and will focus on developing sophisticated models to price and hedge interest rate / FX derivatives. The ideal candidate would have 2 - 10 years of developing interest rate derivatives models. Strong programming background in C++ is a requirement. A high degree of motivation and the ability to thrive in a fast-paced high-pressure trading environment is a must. To apply: send me a resume mshved@optionsgroup.com |
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When you apply, please mention that you saw this job on
jobs.phds.org
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| Recruiter: |
We are an executive search and strategic advisory firm specializing in financial services with offices around the world. Many of our clients retain us for both targeted search as well as creative solutions to their key initiatives.We believe in partnering with our clients in a highly proactive and consultative manner to provide creative solutions to human capital and strategic initiatives. Options Group’s goal is to facilitate both our clients as well as our candidates growth, enhance their value and fuel opportunities for continued success. |
| Job Type: | Employee |
| Sector: | Quantitative finance |
| Website: | http://mshved@optionsgroup.com |
| Hours: | Full time |
