A financial advisory firm seeks a Vice President to report to the Head of Quantitative Modeling & Risk Management. The successful candidate will be a quantitative modeler in a trading floor setting for a growing business that originates and manages CDOs of diverse asset classes. Responsible for maintaining existing CDOs; Perform high-level structured finance modeling and data analysis in Excel, VBA, C/C++ and database programming environments; Work closely with transactors to underwrite and approve new transactions.
Requirements:
Candidate should have experience in the following: advanced quantitative training; modeling experience in CDO transactions; data programming/mgmt.capabilities and extensive expertise in credit & fixed income derivatives.
Graduate degree in Physics, Engineering, Math or related quantitative discipline required. Doctoral degree preferred.
