Vice President w/ BNP Paribas Securities Corp. in NY, NY. Learn & implemnt new pricg modes for crdit prodcts from studyg internl modls or externl resources, w/ a focus on the prodcts traded in the Americas. Positn reqs a Master's deg (US or For Equiv) in Financl Engg, Computatnl Fin, or rel field & 2 yrs of exp in job offerd or rel role OR Bach deg (US or For Equiv) in Financl Engg, Computatnl Fin, or rela field & 4 yrs of exp in job offerd or rel role. Must have 2 yrs of exp w/: Quant modl resrch, calibratn, & validatn for crdit prodcts (securities, derivativs, securitizd prodcts, & exotic prodcts); Producg productn-ready & objct-orientd polymorphc code w/ respect to modelg, pricg, validatn, analyticl tools, data processg, & automatg procsses, usg Python & C++ in a frnt-office financl servics environmnt; Applyg know of math, incl stochstic calculs, stats, probability, &linear algbra, in the contxt of modelg the crdit risk factr w/ a hazrd rate modl; Applyg know of fin, incl fixd incme secrity, risk neutral pricg, & derivative pricg, in the contxt of modelg prodcts w/ a crdit risk; Exp w/ crdit prducts (secrities, derivatives, securitizd prodcts, & exotic prodcts) in trms of their valuatn as well as understandg & modelg their risk factrs, incl the crdit risk factr; & Collaboratg w/ the bus to onboard & implemnt in Python & C++ the quant modelg of: new crdit prodcts or new features for existg crdit prodcts, & new pricg & markg tools or new features for existg pricg & markg tools for crdit prodcts. *Telecommuting permittd 40%: wrk may be performed w/in norml commuting distance from the BNP Paribas Securities Corp office in NY, NY. Sal: $165,000.00 -$220,000.00/yr. Qualified Applicants: Apply at
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JobDetails?jobId=99449
JobiqoTJN. , Location: New York, NY - 10060
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- Dice Id: pandfeed
- Position Id: 603804313
- Posted 12 days ago
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