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DESCRIPTION:
QUALIFICATIONS:
Minimum education and experience required: Master's degree in Financial Engineering, Economics, Finance, Mathematics, or related field of study plus 5 years of experience in the job offered or as Market Risk Coverage, Senior Analyst, or related occupation.
Skills Required: This position requires five (5) years of experience with the following: programming in Python and R to perform data manipulation, data structuring, data design flow and query optimization; Data Analysis; Quantitative Risk Management and Quantitative Analysis to implement profit and loss risk based explains; Fixed Income Analysis to develop relative value evaluation across different fixed income asset classes; Securitized Product Analysis; Quantitative Finance to implement optimization framework; Cashflow Modeling in mortgage-backed securities; Market Value Projection to perform CCAR stress exercises; Value-at-Risk Modeling; Monte-Carlo Simulation; Bond Math; Stress Testing; Risk Analytics; Prepayment; Fixed Income Risk Hedging; cross-asset class working in financial products including derivatives, mortgages, fixed income and credit.
Job Location: 277 Park Ave, New York, NY 10172.
Full-Time. Salary: $194,000 - $215,000 per year.
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