Financial Engineer
New York, NY
| Job ID: |
5587 |
| Job Type: |
Direct Hire |
| Start Date: |
February 27, 2012 |
| Recruiter: |
Jeff Dorsey |
| Phone: |
603-772-2700 x206 |
Our direct client is looking to fill the following position. If interested, please contact Jeff Dorsey at 617-938-6100 x206. All resumes should be sent to jdorsey@dpcit.com
Position: Financial Engineer
Location: New York, NY
Salary: DOE
Job Description:
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The primary responsibility is to develop, implement, and maintain financial models for fixed income instruments.
Responsibilities:
- Develop, implement, and maintain financial models and analytics tools for Whole Loans.
- Keep abreast of and apply knowledge of industry and academic research as it pertains to Whole Loans.
- Effectively manage projects and communicating models with the Evaluations group.
- Discuss Whole Loan valuation with industry and academic leaders in the area.
- Statistically validate work.
- Develop and maintain strong relationships within the Evaluations group.
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Experience and Skills:
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- Phd in economics, mathematics, or physics
- Minimum 2 years experience
- Proven ability to program in C++ or C# skills for algorithmic development
- Strong experience with SQL and working with large data sets
- Strong statistic background, specifically time series
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