Quantitative Modeler C++/Python - Asset Management

Employer
Analytic Recruiting Inc.
Location
New York, USA
Salary
Competitive
Posted
May 08, 2022
Closes
Jun 07, 2022
Ref
13317388
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Requirements:
  • Ph.D. degree in Mathematics, financial engineering or related subject
  • Strong quantitative modeling and analytical skills
  • Extensive programming experience R, Python, Matlab, Java or C++
  • Excellent communication and writing skills
  • 3+ years of experience developing or validating models for structured fixed income, real estate, rates and equity investments

Plus:
  • Knowledge of MBS, CLO's, CMBS and related Interest Rate Derivatives
  • Some experience with Machine Learning Applications and Tools
  • Ability to clearly present complex models and methodology
  • Previous experience of cooperation with Market Risk, Front Office and Senior Management

Others:
  • Result Driven and ability to utilize various technologies when needed
  • Coding experience in one or more: C++,Java, Python and R a plus
  • Ability to work in a group and independently, strong self-managing skills are a significant necessity in this role
  • Managing incomplete and large financial data, with ability to extract useful information and present them with clear and engaging graphs.

Key Words: PhD, Math, Stats, Quantitative Modeler, Model Validation, Fixed Income Investment Products, R, Python, Machine Learning

Please send resumes to Jim Geiger jeg@analyticrecruiting.com

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