Requires a Masters degree or foreign equivalent in Finance, Quantitative Finance, Financial Engineering or related quantitative field. Must have experience or academic training with the following applying knowledge of portfolio construction theory and applications; working with Matlab and SQL; applying knowledge of effective duration, OAS, spread duration, effective convexity, yield measures, beta, and tracking error; and working with fixedincome derivatives including futures, credit default swaps, interest rate swaps, swaptions, bond and futures options.
Categories: eb3
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