Sr. Quantitative Strategist


Company:: Comprehensive Recruiting
(View company profile)
Location:: Philadelphia, PA
Job Type:: Full Time
Category:: Sales & Trading

Yrs of Exp:: 5+ to 7 years
Posted:: 4/5/2013

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Job Description

Additionally this candidate will be responsible for performing back testing, assessing trades and proof of concept of new and existing strategies; enhancing various risk systems utilized in analyzing various market risks in variable annuities and equity-indexed annuities; partner with other teams within the firm to enhance product design, risk management and capital requirements.

Candidates should have at least 5+ years in a similar role within the Financial Service Industry. Prefer candidates to have a PhD in a quantitative discipline; will consider candidates with a Masters degree and appropriate experience. Candidates should have sound knowledge of Stochastic Calculus, PDE's, Probability Theory and Statistics. Must have experience managing large scale derivative books. Experienced in Matlab, Perl, MySQL, C++. Must have solid written and verbal communication/interpersonal skills along with strong organizational skills, detail oriented and the ability to handle multiple tasks/priorities.

For more information or immediate consideration, please refer to Job #TR1123 and submit resume in Word format to: Ian @comprehensiverecruiting.com

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