Quantitative Modelers to join the Securitized products Trading Desk . This role will ""add value" to the Firm through the creation of models and valuation tools to be used by the trading desk.
Candidates must have demonstrated excellence in Computer science, programming, mathematics, statistics and quantitative modeling in the area of securitized products. Quantitative modelers must have proven track-record of developing models that positively impact the revenue-generating capabilities of their trader counterparts. creating models and strategies that the desk will use to drive trading adhesions creating pricing and marking models and tools for securities that currently on the books or about to be purchased or bid on. creating trader efficiency tools
Requirements include experience in: statistical packages such as Mat lab, R, SAS, etc. Strong Programming skills(C/C++ and ability to integrate models into existing analytical libraries and trading systems advanced degree in math, engineering or computer science from a top university
Quantitative modelers will also conduct empirical research and should be comfortable working with large data sets in support of investment, trading and risk management decisions
Desired Experience/Skills include: Residential Credit Modeling Advanced techniques in house modeling trading residential property derivatives
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.
