Bachelors degree or foreign equivalent in Financial Engineering, Finance, or a related field and ten 10 years of progressively responsible experience in the job offered or a related occupation Distinguishing relationshipspatterns across multiple financial assets, including cash and derivative assets, and thereupon developing financial models for value and risk assessment in various fixed income sectors; Working with specialized financial databases including Compustat, CapitalIQ, WorldScope, Bloomberg, Thomson Reuters, TRACE, CDS, DTCC, Optionmetrics, and Agency Ratings from Moodys and Standard and Poors; Performing detailed empirical analysisbr and management of financial data including resolving data imperfections, conducting data transformations and standardizations, and collating diverse data sources to facilitate their usage in model building; Quantitative modeling of investment ideas, including factor modeling, forecasting, crosssection and timeseries modeling, curve and spline fitting, montecarlo simulations, optimization, robust statistical methods, and development of modelbased investment strategies; Developing and implementing quantitative portfolio construction techniques including exante and expost risk based portfolio construction methods, liquidity aware portfolio optimization, regime assessment, factorbased risk and performance attribution; Coding and developing financial models into implementable and robust software code, written in programming environments including C, Java, Python, SQL, Matlab, SAS and Excel; and communicating complex financial concepts to diverse technical and nontechnical audiences through presentations, written documents and dialogue. In the alternative, the Employer will accept a Masters degree in one of the above fields of study and eight 8 years of experience in the stated skills. Employer will accept pre or post Masters degree experience. Any suitable combination of education, training, or experience is acceptable.
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