Attractive opportunity with a major Investment Management firm in the NY metropolitan area for an experienced Quantitative Analyst with strong computer skills. The position is in Fixed Income Research focusing on securities such as Mortgage Backed, Asset Backed, Treasuries and Corporate Bonds.
Responsibilities will encompass Research (heavy data mining), Modeling, Pricing, and Risk Management in support of portfolio management. Applicants should have a top school PhD/MS degree with significant quantitative course work in Econometrics, Engineering, Operations Research and/or Statistics. Expert knowledge of Quantitative Finance as well as 2+ years financial industry experience in Fixed Income Analytics developing models and computer applications (JAVA/C++/SAS) required. Having implemented & applied analytics such as: Rich/Cheap analysis; Yield Curve models; Mortgage Prepayment; OAS; Portfolio Attribution and/or Option Pricing is critical. Superior verbal and written communication skills are an absolute must.
Salary $100-150k + bonus.
Register online at AnalyticRecruiting.com and refer to Jolb#DR310-EFC. MS Word attached resume will be requested. Recruiter for this position: Dan Raz, email@analyticrecruiting.com
