Accessibility Links

Fixed Income/Equity - Quantitative Modeling

  • Job type: Permanent
  • Location: Dallas
  • Salary: Competitive
  • Job reference: fieqm
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance, Risk Management
  • Date posted: 17/04/2018
Major financial services clearinghouse is expanding its Quantitative Modeling team based in Dallas, which focuses on Fixed Income and Equity risk models. You will get the opportunity to work alongside industry veterans and PhD’s alike to develop models across fixed income asset classes and perform related quantitative analytics.

You will be responsible for designing, developing, prototyping, and implementing a broad spectrum of models within Fixed Income and Equity asset classes.

You will
  • Design, develop, test, and implement fixed income & equity risk models
  • Conduct quantitative analysis
  • Assist model validations for any ad-hoc related inquiries regarding your models
  • Develop quantitative risk tools
Responsibilities
  • Quantitative risk modeling or quantitative/data analytics background
  • Experience in fixed income asset class is highly preferred
  • Knowledge of VaR models, Greeks, Expected Shortfall, stochastic & probability models
  • Masters or PhD in quantitative field (Mathematics, Financial Engineering, Operational Research, Physics, Statistics, etc.)
  • Technical proficiency in statistical programming languages, Python, C/C++, or Java
Similar jobs
Sr. Quant Analyst - Economic Capital Modeling
  • Job type: Permanent
  • Location: New York
  • Salary: US$105000 - US$175000 per year + Bonus
  • Description Highly regarded premier financial services firm, voted as one of the best companies to work for globally, is expanding the Economic Capital Group within the Capital Markets division
Front Office Mortgage Quant
  • Job type: Permanent
  • Location: New York
  • Salary: US$100000 - US$200000 per year + + Bonus
  • Description The Head of Mortgage at an emerging investment bank is looking to bring on board a front office quantitative analyst to support the desk focusing on Non-Agency RMBS
Quantitative Research Associate
  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$200000 per year
  • Description Team Description: The Equity Research team at a well known New York based equity trading firm is looking for a new Quant Research Associate to join the group. This team interfaces with many areas of
Sr. Quant Analyst - Model Validation (Derivative Valuation)
  • Job type: Permanent
  • Location: New York
  • Salary: US$11500 - US$175000 per year + Bonus
  • Description Highly regarded premier financial services firm, voted as one of the best companies to work for globally, is expanding the Enterprise Model Validation group which is responsible for model risk
ALM - Quant Risk Modeling - Treasury
  • Job type: Permanent
  • Location: New York
  • Salary: US$115000 - US$175000 per year + Bonus
  • Description A premier global investment is seeking a qualified quantitative and technical individual to join the expanding Asset Liability Management Model Development team. The ALM development group sits under