| 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 TheBigGameHunter@cisny.com. Please include the job code for the position with your resume. NO OVERSEAS RESUMES. NO 3RD PARTIES. To receive a complimentary subscription to my job search ezine, No B.S. Job Search Advice, go to www.JeffAltman.com to subscribe. Receive tweets from Twitter with job search tips and job listings – TheBigGameHuntr | |
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