Sub Portfolio Manager (668107)

Assess financial and capital impact of transactions; evaluate the quality of securities; and conduct quantitative and financial analysis of data on macroeconomics, price, yield, and stability to make and risk manage company investments.

4 years of experience utilizing continuous time models and Monte-Carlo simulations to model and trade exotic and vanilla derivatives; utilizing Black-Scholes options models, HJM models, SABR models, and stochastic processes to price, execute, and hedge investments for an Interest Rates derivatives book; and utilizing econometric models and factors to predict trends and assess impact on investment strategy. Occasional telecommuting permitted.

A Master’s degree in financial engineering or a related field

Please copy and paste your resume in the email body do not send attachments, we cannot open them and email them at candidates at placementservicesusa.com with reference #668107 in the subject line.

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