CONTD FROM H.10B analytics of fixed income securities and aggregate measures for portfolios comprised of securities.br br Education and Experiencebr br Bachelors degree or foreign education equivalent in Accounting, Economics, Finance, Statistics, Mathematics, Engineering, or a closely related field and five 5 years of experience in the job offered or five 5 years of experience developing computational models for valuation, pricing, and analytics of fixed income securities and aggregate measures for portfolios comprised of securities.br br Or alternatively, Masters degree or foreign education equivalent in Accounting, Economics, Finance, Statistics, Mathematics, Engineering, or a closely related field and three 3 years of experience in the job offered or three 3 years of experience developing computational models for valuation, pricing, and analytics of fixed income securities and aggregate measures for portfolios comprised of securities.br br Skills and Knowledgebr br Candidate must also possessbr br Demonstrated Expertise DE developing and analyzing mathematical models for Fixed Income analytics and options pricing, using MATLAB, Python, and VBA.br br DE performing financial data analysis and adhoc modeling, using Excel VBA, Python, MATLAB, or R; and performing relative value analysis using financial time series.br br DE writing programs for quantitative analysis to perform financial data extraction in Python, MATLAB, and VBA, using SQL queries against relational databases Oracle and Netezza.br br DE creating models for utilizing security level reference data to generate analytic attributes for fixed income securities price sensitivities to risk factors including, interest rate levels, spread to treasury rates, and interestrate volatility to be measured and used in portfolio construction, using Python, MATLAB, ExcelVBA, and SQL; measuring portfolio level aggregation of analytic attributes, using Python, SQL, and VBA; and creating Excel tools for sizing hedging trades designed to modify portfolio exposures to risk factors.
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