• 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.
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.
State or Province