If QUALIFIED & AUTHORIZED FOR USA WORK, email resume QuantRec @gmail.com & CALL NOW AFTER Having SUBMITTED RESUME, THANKS!
----------------------------------------
NO SPAM, NO OUTSOURCED/ CONSULTANTS, NO THIRD PARTIES,
MUST BE AUTHORIZED TO WORK IN THE USA.
THANKS.
---------------
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED FOR USA WORK, email resume QuantRec @gmail.com
Goto http://www.QuantRec.com for updates on jobs, bookmark it!
You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2010 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years). All information as described above should be include to speed up your placement process!
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
---------------------
**Should have Quant Finance Degree/Computational Math or Finance Background**
A role exists within the securitized products Valuation group whose main function is to perform price testing for structured finance product exposure.
The successful candidate will be expected to have:
Expert level of understanding in products such as RMBS Agency and Non-agency Products
Understanding of derivative products including structured bespoke transactions, Pay As You GO CDS contracts, Index products, Balance Guaranteed Swaps, model based products referencing RMBS securities and concepts such as model reserves, Day 1 PnL and their impact on deal valuation is also needed.
Ability to construct/build advanced to simple pricing models using economic macro and micro level data to allow projection of future defaults, prepayments, severities and other key valuation drivers
Ability to develop alternative valuation and estimation techniques by using limited market color.
Prior experience in working with the traders, risk groups and management in addressing valuation issues and others.
Candidate should be effective in creating a healthy and strong learning working environment and adapt to different personalities and be willing to work in a large team of over 15 people looking at products.
Provide creative and market based solutions to improve overall valuation comfort on “Hard to test” and illiquid transactions and securities.
Work closely with the product teams on addressing PV, reserve and other reporting issues.
Have an understanding of accounting standards such as FAS 157, FAS 166 and other conventions such as Mark To Market (MTM), Available for Sale, Held to maturity and practical application of these. Keep up with changes in MTM accounting.
Ability to multitask, work independently. Willingness and capability to build a solid control environment
Provide ad-hoc support to the Group head in collecting, analyzing and presenting data as necessary to allow management decisions.
Ability to identify issues and initiate solutions
Requirements
Masters degree in Finance, Math, Economics, Engineering or an MBA.
4-6 years of relevant experience. Bachelors in these fields would be acceptable with very strong relevant experience.
Advanced experience in using Intex, Polypath, and/or Bloomberg.
Very good Excel skills required
A strong communicator, with a good understanding of the valuation of structured products, and an appreciation of the relationship between market risk exposure, valuation and P&L
Very strong writing skills that need to be demonstrated.
CPA and/or CFA (or current candidate)
A lateral thinker experienced in being part of cross product / cross functional project teams
Attention to detail.
No comments:
Post a Comment