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 | Maths Fi annonces de selby-jennings-new-york |  |
Ingénierie financière, finance quantitative, IT finance, maths financières.
| Voir les 97 annonces d'emploi de SELBY-JENNINGS-NEW-YORK
Vice president -Financial Engineering,-Credit Derivatives-New York-NY
Salary $130,000- $150,000 BASETop financial services firm seeks derivative modelling expert to join its Credit Derivatives Financial Engineering group.My client is seeking an experienced Quantitative Analyst with a background in the modelling of complex and single name credit derivative products to join its financial Engineering team in New York. You will be involved in the Modelling and Valuation of the Portfolio of Credit Derivative products of the firm's clients. This is a Vice President level role, and as such you will lead small project based teams on various assignments.The main selling point of this role is that it is a highly technical role but is also very business focused and you get to interact with clients on a day to day basis. You also get to travel and work on site with various clients, so no day is the same as the last. Salary levels are very competitive, and you will benefit from the financial security of the firm in the current turbulent markets.Qualifications:-Experience working in Quantitative finance focusing on the modelling, Model Validation or Valuation of Credit Derivatives-Excellent Mathematical finance ability: Stochastic Processes, Advanced PDE's, Binomial/Trinomial trees, Monte Carlo, Derivative Pricing-Good level of programming ability: C++, Matlab, VBA-Top academic background to PhD, DEA level in a highly quantitative field-Excellent communication ability (previous client facing/consultancy experience a bonus)To apply or for more information, please contact us by emailwww.selbyjennings.com
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