The group conducts extensive research that analyzes and calculates the financial risks of Fixed Income Assets. The ideal candidate will have performed loan level modeling on various types of Non-Mortgage Collateral [Credit Cards, Autos, Student Loans].The candidate must have a PhD in a quantitative discipline [Econometics, Statistics], strong financial econometrics skills, at least 4 yrs experience working with Default and Loss Forecasting Models, Term Structure models and Monte Carlo Methods, and superior economic intuition and judgment.

Refer to Job#15244 -EFC word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.