Must have 1 year of experience in quantitative analysis positions performingutilizing the following developing, documenting, implementing, and validating Market Risk models ; financial derivative pricing, including fixed income securities, interest rate derivatives, equity and foreign exchange derivatives; programming in Python, SAS, MatLab, R, and VBA; working knowledge of financial products and their pricing methodologies including trinomial trees, Monte Carlo, and finite difference methods; distilling complex mathematical concepts into actionable results; and utilizing RiskMetrics, Numerix, and Bloomberg applications.
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