Director – Quantitative Methodology
LocationNew York, NY
- Required: Masters in Financial, Engineering or equivalent
- PhD in Finance, Engineering or Applied Sciences.
- Extensive experience in the financial markets focused on quantitative modeling in securitized products.
- Experiences and knowledge of regulatory requirements under market risk rules.
- Good product knowledge across fixed income, equity and derivative instruments.
- Excellent knowledge of trading and investment banking.
- Quantitative modeling skill in securitized products.
- Above average oral and written presentation skills.
- Excellent communication and interpersonal skills – ability to present clearly complicated modelling concepts and techniques to senior management and regulators.
- Good negotiating skills with business and regulators.