This position will be responsible for providing traders with analysis of their risks and is integral in helping to develop risk management strategies. Candidates must have a thorough knowledge of MBS, primarily CMOs (fixed and floaters) and interest rate derivatives. The ability to model interest rate curves and implement prototypes into workable code in Excel/VBA or C++ is also required.
Requirements:
- A quantitative Master’s degree is a must and a PhD is a plus.
- Excellent communication skills are needed as there is heavy interaction with the trading desk.
Compensation will be extremely competitive.
Refer to Job#12249-EFC and email MS Word attached resume to Peter Arian, peter@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Peter Arian as your recruiter contact.