Our client, an Credit Opportunities Hedge Fund , is looking for PhDs with a minimum of 1 -2  years of Fixed Income Research ( ABS/Credit), statistical and quantitative modeling, validation, valuation, risk measurement, and management, and pricing in direct support of this exciting and cutting edge investment strategies and prop trading OR STATISTICAL RESEARCH EXPERIENCE IN A NON-FINANCIAL SERVICES INDUSTRY FIRM ( Phara, Semi-conductors, etc)

We assist Candidates in finding that value in the world of quantitative finance at a firm that we ourselves would be comfortable working as an employee. CAUTION: NOT all firms are desireable or treat their employees as valuable assets. Let our team of professionals with MANY YEARS of experience, guide you in the process.

This position is a opportunity to join an growing ABS/MBS/Credit focused, with a team of professionals in an expanding business, based in New York (mid-town), interacting closely with the Global Capital Markets. YOU WILL BE involved in quantitative research, modeling and analytics for all facets of this growing and significant trading business... In this role, you will work DIRECTLY with leading thinkers, managers, traders, quants, modelers, scientists technologists and developers.

REQUIREMENTS

• Ph.D. in Math, Physics, Computer Science or Engineering from a top-25 University. Willing to consider strong Master's degreed candidates with 1 - 2  years expereince in a non-financial services firm working in a quantitative modeling capacity
• Minimum of 1-2 years of non-trivial, algorithm and model/ algorithm / analytics development experience with C/C++, , Tcl/Tk, PERL, or Python
  
• Advanced statistical modeling abilities with a sound, and advanced level understanding of development using Java/C++/C with OOD, industry applications, programming paradigms, design patterns, data structures, and software engineering practices
• Rigorous academic training in mathematics and statistics is required, as evidenced by educational institution, research, publications, presentations and work history;
• Knowledgeable in survival analysis and associated models and stocastic enhancements;
• Advanced/Expert knowledge of mortgage industry, mortgage products and mortgage securities trading would be a definitive plus;
• Software engineering experience under Unix preferably in building distributed or client/server real-time, mission-critical systems
• Academic success and a sharp analytical mind
• You will be working directly with the trading, sales and trading and quantitative staff on or near the trading desk so communication skills and experience are essential..
• Mathematic and analytic capabilities that can discern correct/incorrect data and calculation results
• Team player with independent contributor capabilities
• Outgoing, friendly and professional personality...

Please Note: If you are qualified we will promptly respond within 24 - 48 hours...Thank you for your interest, submission, and best of luck to you in your job search.... Also, please see our other job searches by searching with the keyword "eMarkets"... APPLY IN CONFIDENCE...

If you desire greater discretion, please feel free to send a brief email to us at:

ThePros@eMarketsGS.Com

then contact us by phone at our main number: 212-797-1298...and ask for Michael Smith

Keywords: eMarkets, quantitative finance, quant

To apply:

If you are mass mailing your resume to many firms and recruiters you need to  think about your search...

This will NOT help you find your best value in the market, we can assist you in understanding the best approach...we work with qualified candidates during their current search as well as throughout their careers...

 Send a resume and brief cover letter to: 

ThePros@CapMktsGS.Com

for our confidential review...

Please Note: If you are qualified we will promptly respond within 24 - 48 hours...

Thank you for your interest, submission, and best of luck to you in your job search....

Also, please see our other job searches by searching with the keyword "eMarkets"...

APPLY IN CONFIDENCE...

If you desire greater discretion, please feel free to send a brief email to us at:

ThePros@CapMktsGS.Com

 or contact us by phone at 212-797-1298...ask for Michael Smith, thx...

We are a 15-year old retained and contingency Executive Search and Placement firm focused on Capital Markets organizations throughout the world, headquartered in mid-town Manhattan, with satellite offices in Boston, Chicago, Philadelphia, Hong Kong, Tokyo, and London.

Our 5 senior partners have over 130 years of collective experience in consulting, financial services and executive search, coming from the financial services industries and firms serving these industries and industries that rely on quantitative expertise and knowledge.

We seek to help you find your value in the world of quantitative finance at a firm that we would be ourselves would be comfortable working as an employee.

NOT all firms are desireable or treat their employees as valuable assets.

Having many years of experience, we can guide you in the process, today as well as in the future. 

Any discussions or responses you provide us ARE confidential and only for us to better understand your background, experience and interests. 

Our policy is to send your resume and credentials ONLY to those firms who we discuss with you and WITH your approval.

We look forward to working with you on your current job search and throughout your career...