Quantitative Developer $85000 - $110000 + bonus CODE DJFJA3926
If not you, would you know someone???
Need 3
Title: AVP
Academic Qualification: Masters in Quantitative Finance, Financial Engineering or MBA with strong course background in Quantitative Finance.
Area: Quantitative Services Group, Global Markets BAC
Job Description: Must have very good product and valuation knowledge of one or more of the following: Rates (Fixed Income) Derivatives, Credit Derivatives, Equity Derivatives. The successful candidate will put together Pricing, P&L and Risk computations for derivatives using DBAnalytics and GME Analytics, two DB proprietary libraries of pricing models. In addition, job responsibilities will include supporting existing pricing analytics. The candidate must have good communication skills to interact with controllers and front office. The candidate must also have prior programming background as a part of the job will be to write Excel Macros and DBAnalytics Shell Scripts.
Academic Qualification: Masters in Quantitative Finance, Financial Engineering or MBA with strong course background in Quantitative Finance.
Area: Quantitative Services Group, Global Markets BAC
Job Description: Must have very good product and valuation knowledge of one or more of the following: Rates (Fixed Income) Derivatives, Credit Derivatives, Equity Derivatives. The successful candidate will put together Pricing, P&L and Risk computations for derivatives using DBAnalytics and GME Analytics, two DB proprietary libraries of pricing models. In addition, job responsibilities will include supporting existing pricing analytics. The candidate must have good communication skills to interact with controllers and front office. The candidate must also have prior programming background as a part of the job will be to write Excel Macros and DBAnalytics Shell Scripts.
Email resume in Word to jeffaltman@cisny.com ONLY IF YOU HAVE THE EXPERIENCE SOUGHT. Please include the job code with the position.
NO RELOCATION. NO VISA TRANSFERS. NO 3RD PARTIES. NO OVERSEAS RESUMES.
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posted by Unknown at 11:25 AM
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