Robb
08-30-2007, 01:19 PM
Opportunity to work on the financial engineering and systems integration of a risk management and performance measurement system for a top Asset Mgt Company. The system produces VaR, index exposures, stress tests, and option greeks for a very broad range of products including equity derivatives and fixed income instruments. Looking for a person who really enjoys system engineering, and quantitative analysis.
Skills Required
* Strong command of financial engineering concepts, specifically fixed income instruments and interest rate derivatives.
* Proficiency in VBA / EXCEL and C++ programming in the areas of valuation modeling or risk reporting.
* Natural ability to collaborate on analytical problems and to lead by example.
* Excellent communication skills are critical to this position, as there is heavy interface with the business and hedge fund clients.
* Advanced degree in Computational Finance / Financial Engineering.
robb@phisearch.com
Skills Required
* Strong command of financial engineering concepts, specifically fixed income instruments and interest rate derivatives.
* Proficiency in VBA / EXCEL and C++ programming in the areas of valuation modeling or risk reporting.
* Natural ability to collaborate on analytical problems and to lead by example.
* Excellent communication skills are critical to this position, as there is heavy interface with the business and hedge fund clients.
* Advanced degree in Computational Finance / Financial Engineering.
robb@phisearch.com