Win a copy of Murach's Python Programming this week in the Jython/Python forum!
  • Post Reply Bookmark Topic Watch Topic
  • New Topic

Valuations/Modeling (New York)  RSS feed

 
Morgan Miller
Greenhorn
Posts: 9
  • Mark post as helpful
  • send pies
  • Quote
  • Report post to moderator
Financial modelling of exotic financial derivatives
-Develop daily profit and loss analysis for structure products
-Review financial research and develop methodologies for valuation of financial derivatives
-Backtesting of existing financial models
-Develop methodologies and tools to assist in daily pricing processes
-Masters in Mathematics, Physics or Engineering required
-3 - 5 years of experience
-Understanding of fixed income and credit derivatives - swaps, caps/floors, swaptions
-Strong C++ programming skills

Apply directly to Morgan@ttstechnology.com
 
  • Post Reply Bookmark Topic Watch Topic
  • New Topic
Boost this thread!