Search in the job ads
advanced search
New Jobseeker?
- Sign up for free and upload your resume
- Get relevant jobs in your inbox
- Connect with facebook
and skip the registration
We are looking for individuals with a deep understanding of derivative pricing. This requires familiarity with the financial markets, together with a solid background in continuous-time finance, mathematical modeling, and programming. Applicants are required to be good team players with strong communication skills.
Responsibilities:
Research the standard model(s) used to price various derivatives. Examples of such models might include Heston, Libor market models, etc- Design suitable numerical schemes. This involves designing calibration procedures as well as choosing a scheme for solving the SDE.
- Implement the models in a state-of-the art .NET environment
- Document and disseminate your solutions:
- Writing both internal and external material.
- Meeting clients for knowledge transfer and to receive feedback.
- Requirements:
- Quantitative Ph.D. degree (or relevant M.Sc.) in a quantitative field (e.g., mathematics, physics, engineering, finance)
- Several years of directly relevant experience (for example, at a bank or risk vendor)
- Strong numerical programming skills in C# or C++
- Deep knowledge of financial modeling (interest rates, credit, stochastic volatility)
Job Type:
Permanent
Location:
New York-New York City
Salary:
[n/a]
Date available:
now
Experience Skills:
Qualified
Company:
Risk Metric Group
Company Description:
Change the world, have fun, make money in that order. These goals have driven us since our inception. But what do they really mean? "Change the world" means improving the management of the worlds retirement funds. The long term growth of those assets can raise the standard of living globally. Doing meaningful work is a goal we embrace daily. We dont see ourselves as a traditional business. We are a group of people on a learning journey to change the world in our own way. "Having fun" is vital. We know that working in fun teams supports learning. Learning is necessary for innovation and good decision-making. "Making money" is not our end-goal. We know profit is important. We work hard for it and with an owner mind-set. We value it because it fuels our ability to change the world.
Company Website:
[n/a]
In order to apply for this job, please click on the Apply button
Featured Jobs
Featured Employers
: