CREDIT DERIVATIVES- MODEL REVIEW (PHD - Leading Financial Services Firm (New York, NY) in Manhattan, New York For Sale

Leading investment bank in NY is looking for a quantitative PhD for their Market Risk team. The position will be responsible for developing and implementing models that support trading and risk management for their Credit Derivatives and Synthetic CDO trading. This role will work closely with traders, controllers, and risk managers. The role requires an advanced degree (PhD strongly preferred) in a computational field, solid technical skills in risk system/model implementation in C/C++, VBA or Java, knowledge of RiskWatch, QuIC, Calypso, Summit, Matlab, SciComp, SAS, and S-Plus, and practical experience in risk modeling of Credit Correlation, CDO, and Synthetic CDO transactions. This is Contract Only Position that will convert to a full time role next year.
Source: http://www.jobs2careers.com/click.php?id=xxxxxxxx73.96