Trading Desk Strategist $300k-450k ！

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Company
COMPREHENSIVE RECRUITING

Location
USA-NY-New York City

Remuneration
$300k-450k

Position Type
Employee

Employment type
Full time

Updated
13 Aug 2008

eFC Ref
no190287

Top tier investment bank seeks Trading Desk Strategist for fixed income group. Candidate should have strong background/experience in security derivatives, derivative pricing and computational skills for finance. Strong c++ programming also required. Candidates should have a degree from a top university. Advanced degree a plus.
Responsibilities include working as part of a trading desk team to price trades & manage risk and advising clients on risk exposure and devising strategies to manage the risk. Candidates should be skilled in Options,Black-Scholes Model, GARCH, Futures, Swaps as well as Stochastic Calculus, PDE's, SDE's, and other derivative pricing tools. Computational skills should include Monte Carlo Simulation, Binomial and Trinomial trees and Finite Difference Methods. Excellent Compensation. NYC location. For consideration, please forward your resume in WORD format to ia

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