Huxley Associates/New York, NY

Structured Products, PhD, Hard Sciences, Research, Model Development, Backtesting, C++, Analytics, Subprime mortgages, MBS, valuations, CDOs Senior Quantitative Analyst with business experience in Structured Products is being hired by a Downtown based finance firm.

You will research, build, back test and implement quantitative models. You will work as part of the ‘think-tank' of the organisation, using your skills in mathematical modeling.

My client offers an environment where you will have an excellent work/life balance. You will work with PhDs from top schools.

Requirements:

- PhD in Hard Science from a Top school
- Knowledge of Structured Products (MBS, CDO etc)
- Prepayment Models, Default Models, Monte Carlo simulations, optimisation
- Subprime loans, credit CDOs,
- Quantitative analytics

For an opportunity to join a group of 30 – 40 quants in Structured Products group send your resume immediately for consideration.

Expected range: 300-500k

Apply To Job