Major Boston Asset Manager is looking for Fixed Income Market Risk Quantitative
Specialists to design, develop and test new Trading Risk Management models for evaluating [Credit & Rates] exposure and risk.
The position involves designing and developing back-test and stress test methods for fixed income derivatives, VaR models for financial products, and conduct empirical studies. The candidate must have 5+ yrs of relevant Fixed Income quantitative experience implementing multi-factor, term structure interest rate models with a financial institution, an advanced degree (PhD preferred) in a quantitative discipline, JAVA, C# and/or C++, .Net, Excel programming skills.
Refer to Job#17070- EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.
