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Employer: OSI
Location: New York, NY, United States
Posted: May 21, 2008 Expires: August 19, 2008
Job Title: Quant Modelers
Description:

Investment bank is seeking Quantitative Modelers to join the Securitized Products Trading Desk. Candidates must have demonstrated excellence in computer science, programming, mathematics, statistics and quantitative modeling in the area of securitized products. Quantitative modelers must have a proven track-record of developing models that positively impact the revenue-generating capabilities of their trader counterparts. This role will "add value" to the Firm through the creation of models and valuation tools to be used by the trading desk. Quantitative modelers will also conduct empirical research, and should be comfortable working with large data sets in support of investment, trading and risk management decisions. Responsibilities: 1) Creating models and strategies that the desk will use to drive trading decisions. 2) Creating pricing and marking models and tools for securities that are currently on the books or about to be purchased or bid on. 3) Creating trader efficiency tools. Requirements include experience in: 1) Statistical Packages such as Matlab, R, SAS, etc. 2) Strong Programming skills (C/C++) and ability to integrate models into existing analytical libraries and trading systems. 3) Advanced Degree in math, engineering or computer science from a top university.

 

 

Skills Required

 

 1) Strong mathematical, analytical skills and knowledge of the securitization business with an emphasis on mortgage related products. 2) Strong hands on technology skills are also key to this role (C++ programming and statistical packages such as SAS or Matlab). 3) Strong communication skills are necessary. The ideal candidate must have not only spent a good amount of their time building models and writing code, but selling strategies to the desk with a good track record of positive results.

 

 

Skills Desired

 

 Desired Experience / Skills include: 1) Residential Credit Modeling. 2) Advanced techniques in house price modeling. 3) Trading residential property derivatives.

To apply:

Karl A. Powell

Executive Vice President

Objective Solutions International

500 5th Avenue, Suite 1820

New York, NY 10110

Office: 212-885-0700 Ext. 592

Fax   : 212-983-6942

Email : kpowell@e-osi.com

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

International Financial Solutions

Ref Code: KAP-7711
Job Type: Employee
Sector: Quantitative finance
Website: http://e-osi.com
Salary: Very Competitive
Hours: Full time