Must have two 2 years of experience with Advanced Mathematical Analysis and Statistical Analysis; Financial Mathematics including Econometrics and Stochastic Processes; Numerical Methods including Monte Carlo Simulation and Optimization; Quantitative Financial Theory and its applications in credit risk and recovery modeling including Credit Risk Modeling, Valuebr AtRisk, and Interest Rate Models; Options and Derivatives, Fixed Income securities and structured debt products, including CDO, CMBS, ABS, and RMBS; R, MATLAB, C, Excel with VBA, SAS, or Python; and Financial Model Testing including sensitivity analysis, back testing, and stress testing.br br Telecommuting permitted Work may be performed within normal commuting distance from the Standard Poors Financial Services LLCs office in New York, NY.
Categories: eb3
0 Comments