| Employer: | Asset Management Group |
| Recruiter: | Huxley Associates |
| Location: | New York, NY, United States |
| Posted: | October 16, 2008 Expires: January 14, 2009 |
| Job Title: | Front Office Life Insurance Quant Modeler with VBA & C++ to join profitable asset management group |
| Description: |
My client is hiring for an experienced Quant who has been involved in design and development of quantitative pricing models and has financial knowledge of life insurance products. You will work with the trading desk and apply technical and mathematical skills. You will be responsible for research, database mangagement, creation of life insurance pricing models with a strong development focus in C++ and Visual Basic. Requirements: - 2-4 yrs experience as Quantitative Developer - PhD in Math or hard science from top school - Prior experience working with life insurance - Expert in Visual Basic and C++ preferred, C# and SQL are plusses This is a unique opportunity to join a stable group and work within a fairly new asset class applying your skills in a front office Quant role. Growth potential in the first year to expand into additional asset classes and hire more quants into the group. Send your resume to Dara at Huxley Associates today for immediate consideration! To apply: Please send your resume in Word format to DARA at Quants.USA@huxley.com |
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When you apply, please mention that you saw this job on
jobs.phds.org
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| Recruiter: |
Huxley Associates Global Markets. Matching elite finance professionals with niche roles in an international marketplace. Our incisive market intelligence and worldwide presence enable us to provide our clients and candidates with a quality service that is second to none. |
| Ref Code: | drlb12059905 |
| Job Type: | Employee |
| Sector: | Quantitative finance |
| Website: | http://www.huxley.com |
| Hours: | Full time |
| Categories: | Quant Jobs for PhDs, Quantitative Developer Jobs for PhDs, Mathematics Jobs for PhDs |
