Support the development of analytic models such as sensitivity analyses, stress testing, value-at-risk, scenario testing and Monte Carlo simulations in both a Risk-Neutral and Real-World framework.
Able to research and gain deep understanding on the market dynamics of fixed income assets, bonds (corporates, municipal, Emerging Markets, government; callable, sinking fund), mortgages, structured assets
Model and quantify return characteristics including: equity and interest rate sensitivities, cash flow variability, credit, alternative investment, liquidity or operational risks.
Programs include assisting management, supervising and acting upon derivative program results in accordance with program guidelines.
Assist managing and presenting departmental analyses to mid-level management in co-ordination with product development, ALM or Modeling Support
Participate in the research, design and implementation of trading/hedging strategies, as well as general quantitative modeling thought leadership.
2-3 years financial services experience supporting enterprise quantitative risk modeling and hedging programs
Deep knowledge on the modeling of general account assets with particular focuses on fixed income assets, bonds (corporate, municipal, EM, gov; callable, sinking fund), mortgages, structured assets, etc.
Excellent understanding of investment and finance concepts and be able to creatively apply them in solving analytical problems in the business setting.
Extensive experience with asset modeling tools such as Moody's, QRM, Bloomberg, FinCAD, AD&Co, FactSet, Intex
Excellent presentation & communication skills
Graduate degree in mathematics, actuarial science, finance or related field preferred
For immediate consideration, please forward resume and contact details to: firstname.lastname@example.org
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
Ashton Lane Group® "A trusted advisor throughout your career"
Internal Number: 5672551
About Ashton Lane Group
eFinancialCareers is a career site specializing in financial services.