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US-NY: New York-Financial Engineering/Quantitative Analyst

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Job Title:     Financial Engineering/Quantitative Analyst
Job Location:  NY: New York
Pay Rate:      Open
Job Length:    full time
Start Date:    2007-04-30

Company Name:  Mindstaff
Contact:       Recruiter
Phone:         212-709-8350
Fax:           email only

Description:   Our Global Consulting client's Risk Management & Regulatory Practice (RMRP) is a specialty advisory practice that provides integrated operational, credit and market risk management as well as regulatory advisory and treasury services to financial institutions and other capital markets participants. RMRP includes individuals who are industry and product specialists as well as quantitative, regulatory, and technology professionals. All these professionals work together to coordinate the delivery of value-added risk management and regulatory services to a variety of financial services and energy clients. These include commercial banks, investment banks, broker-dealers, asset managers, insurance companies and energy trading companies. A key component of our practice is the development of risk management analytical solutions that require the integration of financial product knowledge and quantitative skills.
Job Description
Quantitative specialists work as members of risk management teams involved in all phases of the quantitative advisory and assurance work including: derivative instrument model development and pricing, Value-at-Risk analysis, data and model analysis, development of quantitative methodologies and solutions, quality control and testing, and business requirements definition. Quantitative specialists have the opportunity to model, validate and implement quantitative risk management solutions for market, credit, and operational risk, as well as support our treasury advisory services.

Job Qualifications Ideal candidates should: - be familiar with statistical and numerical techniques and the principles of the theory of probability and stochastic calculus; - be able to execute C++ / Visual Basic / Excel routines and analytical programming requirements; - possess a desire to develop and integrate their quantitative skills within a required scope of designing and implementing business solutions; - possess one year's experience working in a financial product engineering / R&D environment designing and developing quantitative methods and solutions for capital market products. Alternatively, candidates may possess knowledge of capital markets products, methodologies and financial analytics including understanding of the key concepts of derivative instrument pricing and risk measurement; - have strong written and verbal communications skills; - have ability to travel approximately 20%; - possess a Master's degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics.

For Additional Information
email resumes for prompt consideration to l@mindstaff.com

Applicant must be a U.S. resident or currently able to legally work in the U.S.

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