The group conducts extensive research that analyzes and calculates the financial risks of Fixed Income Assets. The role will lead a team of analysts that will conduct research and build econometric models for forecasting economic indicators for use in credit models. The candidate should have a PhD in a quantitative discipline, strong financial econometrics skills, at least 7+ yrs experience working with Mathematical Modeling and Valuation, Term Structure modeling and Monte Carlo Methods, and applied work experience in structured finance, and structured credit products. The role requires hands on time series modeling and programming skills.

Refer to Job#17165-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.