Responsibilities
& Deliverables
Explore and develop analytical tools to analyze large datasets of various asset classes including RMBS and asset-backed securitiesWork with traders/portfolio managers directly to implement and test various modelsPartner with other developers/programmers on the team on larger scale projectsParticipate in real time transaction-oriented projectsParticipate in various portfolio management projects, such as position and risk management systemsKey Requirements:
PhD degree in science and engineering discipline, such as math/statistics, physics, mechanical/electrical engineering, or operations researchStrong analytical and math skillsFluent in at least one programming languageExperiences working with large data sets: SQL or python a plusThe base salary for this position is expected to be between $140,000.00 and $215,000.00. The base salary offered...