The major Investment Bank in NYC is looking for quantitative analyst with experiences in pricing and hedging of mortgage-backed securities and modeling of prepayment and default risk on MBS. These position will involve empirical research and modeling in support of investment, trading, and risk management. Qualified candidate should have superior skills in Statistics or Econometrics and proven ability to program and develop sophisticated financial models using C++. Candidate should have strong mathematical, problem solving, quantitative and numerical skills to.

Applicant must have at least 3 years direct experience with Equities, Fixed Income, Commodities, as well as their Derivatives and should also have a Ph.D in Mathematics, Statistics, Finance, Economics, Physics, Computer Science or another quantitative discipline. Please email resume in WORD FORMAT to dinka@martingaleinternational.com.

To apply:

  Please submit resume in WORD format to dinka@martingaleinternational.com

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.