Quantitative Analyst (New York, NY)
:
Develop customized financial risk, economic capital, statistical optimization & performance measurement models for financial portfolios using numerical/stochastic methods & programming skills, incl. Malab & SQL. MS in Financial Engineering req'd. Must have exp. in stochastic calculus, statistical analysis, derivatives valuation, financial & credit risk analysis, equity & option trading mechanisms, pricing models, & hedging risk.
Application:
Resumes
to:
Rutter Associates LLC, 60 East 42nd Street, STE 2816,
New York, NY 10165
Attn: R. Grove
Date: 2008/12/08
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