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Senior Quantitative Analyst/Derivatives pricing
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Employer: Financial Firm
Recruiter: Martingale International Search Inc.
Location: New York, NY, United States
Posted: October 16, 2009 Expires: January 15, 2010
Job Title: Senior Quantitative Analyst/Derivatives pricing
Description:

This is an opportunity with a top tire financial firm for a senior Quantitative Analyst, front office position. A candidate would work within the Quantitative Modeling Group as a researcher. 

Essential skills, experience, and qualifications:

  • 5+  years of relevant quantitative research experience
  • Very strong analytical , mathematical and problem solving capabilities
  • Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis
  • Experience in any of the following:
  • Interest rates derivatives modeling
  • FOREX modeling
  • Credit derivatives modeling 
  • MBS, ABS, CDO’s
  • Commodity modeling and research
  • Equity derivatives
  • Excellent written and verbal communication skills
  • PhD/MS or equivalent degree in Math, Math Finance, Physics, Engineering, or Computer Science
  • Very good understanding of quantitative models for pricing and hedging derivatives
  • Outstanding C/C++ or C#  programming skills
  • Creative skills and ability to find solutions to research

  Please email resume in Word.doc to dinka@martingaleinternational.com

 

To apply: Please submit your resume in word format to: dinka@martingaleinternational.com

When you apply, please mention that you saw this job on jobs.phds.org
Recruiter:

Martingale International Search is an executive search firm established to offer a fresh approach to recruitment. We offer our clients a transparent service, our candidates an individual approach and our consultants a proactive working environment. We are specialized in the recruitment of people with strong mathematical, financial, quantitative and programming skills. Our practice is international and covers all major business areas including Finance, Financial Engineering, Software Engineering, Quantitative Modeling and Risk Management.

Ref Code: SQADP
Job Type: Employee
Sector: Quantitative finance
Website: http://www.martingaleinternational.com
Salary: Competitive
Hours: Full time
Categories: Quant Jobs, Computer Science Jobs, Statistics Jobs, Derivatives Jobs, Quantitative Analyst Jobs, Quantitative Researcher Jobs
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