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Major Investment Bank in NYC is looking for a PhD Level Quant with experience in Interest Rate Derivatives for a senior position within the Derivative Model Review Group.
The successful candidate will review and validate existing risk and trading models for theoretical soundness as well as provide analytic risk support and analysis of the firm’s derivative trading business. Candidates must have 3+ years of model validation experience and expertise in Interest Rate Swaps, Libor Models such as BGM, HJM and other Term Structure Models. Candidates must have advanced degree (PhD preferred) in physics, engineering, or math with solid C/C++, VBA or Java programming skills.
Refer to Job#13067-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your recruiter contact.
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