Salary: Negotiable
Location: NEW YORK-NEW YORK CITY
We currently have an opening for a quant analyst with 1-7 years experience. We are looking for candidates with a strong quantitative background and credit derivative experience that would be excited to work in different asset classes. My client is one of the tier one investment banks with global operations. We currently have an opening for a quant analyst with 1-7 years experience. We are looking for candidates with a strong quantitative background and credit derivative experience that would be excited to work in different asset classes as well as move into a new area the longevity market.
The right candidate will be working on the design and construction of models for mortality-linked products such as life settlements, premium finance, synthetic life products and longevity swaps for pension funds. In addition you will build models to price more exotic mortality-linked derivatives.
The position will be working with other groups in the bank such as Product Control, Risk Management and IT to ensure that the models are properly documented and integrated with the bank's technology.
Knowledge of life products would be an asset but we would consider candidates with a strong quantitative background and credit derivative experience.
My client is looking for someone who will be happy working on a trading desk and dealing with traders throughout the day with understanding of the needs of the business and be able to work independently on open ended projects.
Preferred:
PhD or Master degree in math or financial engineering
Modeling skills
Programming skills C, C++, .net