a leading brokerage company is looking for an experienced Financial Quant (Developer) / Business Analyst for building front end pricing models / pricers for voice-brokers. Position requires in-depth modeling experience along with excellent presentation & oral communication skills. Candidate must be extremely well disciplined / organized -must be able to drive projects from concept to production.
Essential Duties & Responsibilities:
Quantitative Analysis -IR vanilla & exotic instruments, structured products in both Equity & Credit markets
Derivative Pricing / Modeling - IR options (Monte Carlo, BGM, Libor Market, HW models), must be able to deconstruct complex deal structures & derive a valuation methodology
Strong programming skills, very proficient in Excel, VB/VBA
C/C++, .NET will be a plus
please email your resumes to zmulla@sidglobal.com
Essential Duties & Responsibilities:
Quantitative Analysis -IR vanilla & exotic instruments, structured products in both Equity & Credit markets
Derivative Pricing / Modeling - IR options (Monte Carlo, BGM, Libor Market, HW models), must be able to deconstruct complex deal structures & derive a valuation methodology
Strong programming skills, very proficient in Excel, VB/VBA
C/C++, .NET will be a plus
please email your resumes to zmulla@sidglobal.com
