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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
  • 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
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