Associate Director - Product Valuation and Risk Modeling

Job Description
Position Description:


Development and implement of valuation models and risk measurement and management tools for fixed income securities, structured securities and derivatives;

Integration of pricing models into unified risk and aggregation platform

Manage the development of individual projects.

Position Requirements

M.S. or Ph.D. in a quantitative field

5-7 years of experience in the area of valuation and risks management (fixed income securities, derivatives, or other financial products), model development, implementation and validation, and/or risk management (market risk, credit risk, asset-liability management);

Strong quantitative skills and broad knowledge of derivatives and fixed income securities;

Strength in statistical modeling of large datasets; experience with SAS and MATLAB.

Strong development skills and especially programming skills with C++

Good communication and interpersonal skills.



Job Code

State or Province

New York

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