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Quant Research Associate (Quantitative Analytics team- PhD and Master level)
De: Evalueseve, Chile Local: Estrangeiro ID: 10755
1
candidato
The candidate will be responsible of executing Quantitative based modeling tasks for a top US based bank’s Market Risk division. The candidate will be supporting the Modeling analytics unit and directly working with a group of Quant PhDs from leading US Universities. The position will be based out of our South American Research Center in Chile.
The job involves working with advanced financial instruments and mathematical models to provide data insights for our client’s research team. Main tasks will be to execute quantitative analysis to support model risk validation for Fixed Income and Multi-Asset products. Some of the tasks will involve:
•Execution and development of test plans
•Checking the consistency and accuracy of quantitative models.
•Understanding financial structure of asset classes such as Fixed Income, equities and Derivatives.
•Write code (C++, VBA or other) and reengineer client’s code as necessary
•Compile and present results (minimal commentary/interpretation)
•Active participation & contribution in team discussions on project specific areas/assignments.
About You – Qualifications and Requirements:
•PhD / Masters in Financial Engineering, Mathematics, Statistics, Physics or Engineering.
•Mathematics Civil Engineering degree from traditional Universities is a plus
•Ability to identify and solve mathematical problems effectively on time
•Ability to write, compile and debug code (C++ / VBA / Matlab).
•SQL is an advantage.
•From 0 to 4 years experience
•Ability to analyze and synthesize the available data/results and bring out value-added insights to the clients
•High proficiency in English communication both written and spoken.
•Challenging current thinking by implementing new ways of working
•Good interpersonal skills
Publicado a 18-08-2011
Visualizada: 766 vezes
Visualizada: 766 vezes