Quantitative Advisory for Global Consulting Firm

• Company

  Mindstaff

• Location

  New York City, NY

• Compensation

  open

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  Feb 16, 2013

• eFC Ref no

  1144440

Be involved in all phases of quantitative advisory and assurance projects including: derivative instrument model development and pricing; Value-at-Risk analysis; data and model analysis; development of quantitative methodologies and services; quality control and testing; and business requirements definition. Responsible for engagement management, engagement execution, reporting.

Our Global Advisory client's Financial Advisory Services practice provides clients with recommendations to help identify, measure, manage and monitor the market, credit, operational, and regulatory risks associated with their trading, asset-liability management, capital management and other capital markets activities.
Model, validate and implement quantitative pricing and risk measurement models for market, credit and operational risk, as well as support our treasury advisory service. Be involved in all phases of quantitative advisory and assurance projects including: derivative instrument model development and pricing; Value-at-Risk analysis; data and model analysis; development of quantitative methodologies and services; quality control and testing; and business requirements definition. Responsible for sales and pursuits, engagement management, engagement execution, and reporting.



Qualifications



Minimum Requirments:

Must have a Bachelor's degree in Mathematics, Engineering, Statistics, Computer Science, Physics, Finance or Accounting, plus 5 years of post-bachelor's progressive experience at a financial services company or comparable experience working as an advisor to a financial services company, with experience in the following areas: derivative valuation and risk management and derivative product knowledge; OR a Master's degree in Mathematics, Engineering, Statistics, Computer Science, Physics, Finance or Accounting, plus 1 year experience at a financial services company or comparable experience working as an advisor to a financial services company, with 3 years experience in the following areas: derivative valuation and risk management and derivative product knowledge. Must have knowledge in statistical and numerical techniques and the principles of the theory of probability and stochastic calculus.
Must have experience in C++/Visual Basic/Excel routines and analytical programming requirements.
Must have experience working in a financial product engineering/research and development environment designing and developing quantitative methods and services for capital market products. Must have knowledge of capital markets products, methodologies and financial analytics including an understanding of the key concepts of derivative instrument pricing and risk measurement. Must have willingness and ability to travel approximately 20%.

please email all resumes to recruiter3@mindstaff.com for prompt consideration