| Job ID: |
Job-0994 |
| Job Title: |
Quantitative Analyst /
Modeler |
| location: |
Greenwich, CT |
| Jobtype: |
Permanent |
| Description: |
A major hedge fund
specializing in fixed income strategies, including MBS, ABS, and
interest rates, is seeking a quantitative modeler. The person will
work on novel, insightful analysis of prepayment and residential
credit data, with the purpose of developing and enhancing our
models.
Required
skills:
* Advanced
research degree in a quantitative field with a strong modeling /
data analysis component.
* Experience with the
latest statistical methods and techniques.
* Ability and
experience to draw insights from data analysis and produce
quantitative models incorporating such insights.
* Ability to
communicate concepts, results and techniques with traders and risk
managers.
*
Computer skills sufficient to implement prototypes of such
models.
Desirable
background:
* 3-5
years research experience in one or more of quantitative prepayment,
fixed income or interest rate modeling.
* Proven capacity to
translate modeling insights into actionable trading strategies.
* Experience in
implementing quantitative models in production quality C++.
Email resume in
Word to TheBigGa...@cisny.com. Please include the job code for
the position with your resume.
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RESUMES. NO 3RD PARTIES.
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