This position will help implement global fixed income risk management application. This position will work closely with the global head of fixed income analytics, portfolio managers, IT group, and the vendor.Work closely with Fixed Income portfolio managers to price, model, and validate various fixed income products in Algorithmics application, including derivative valuation and market-to-future functions.
Requirements:
QUALIFICATIONS:Strong knowledge of fixed income pricing/analytic/modeling to support full range of fixed income market: Government, Corporate, Emerging Bonds, High Yield, and the credit derivatives.Financial modeling experience in interest rate model, prepayment model, or credit model is preferableExperience in working with portfolio managers and financial modelers is a plusSoftware development and/or vendor application integration experienceExperience in working with international team is desirableDetail-oriented and willing to work under tight deadlinesDegree in finance, economics, computer science, or related quantitative discipline. A PhD or a Masters degree is preferable. Min. 5 years of work experience in finance or related areas
To Apply to this job go to http://www.GadBall.com or click here
Tuesday, April 11, 2006