Top tier investment bank seeks Trading Desk Strategist for fixed income group.
Candidate should have strong background/experience in security derivatives, derivative pricing and computational skills for finance. Strong c++ programming also required. Candidates should have a degree from a top university. Advanced degree a plus.
Responsibilities include working as part of a trading desk team to price trades & manage risk and advising clients on risk exposure and devising strategies to manage the risk. Candidates should be skilled in Options,Black-Scholes Model, GARCH, Futures, Swaps as well as Stochastic Calculus, PDE's, SDE's, and other derivative pricing tools. Computational skills should include Monte Carlo Simulation, Binomial and Trinomial trees and Finite Difference Methods. Excellent Compensation. NYC location. For consideration, please forward your resume in WORD format to ian@comprehensiverecruiting.com
A
trade automation, connectivity and compliance solution, the SunGard
Transaction Network (STN) links institutions throughout the financial
services community to facilitate end-to-end transaction processing.
With
more than 4,500 client firms in 60 countries managing more than $12
trillion, Advent has established itself as a leading provider of
mission-critical applications for investment management operations of
all sizes and strategies.
QUMAS
is a global compliance software company offering a complete Enterprise
Governance, Risk and Compliance solution with over 250 customer
deployments.
Belzberg
Technologies has been at the forefront of the electronic trading
evolution from the very beginning, and continues to provide world-class
service, execution and technology to the securities industry.