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Attach a description of Duties and Responsibilities, Skills and
Experience Required,
and Education/Degree Required:

The candidate will become a member of the methodologies department
which is responsible
for developing, maintaining, and specifying financial models for fixed
income instruments
and derivatives.
This person will be responsible for all methodologies documentation and
working papers
relating to new methodolgies. The position will require someone that is
highly quantitative,
detail oriented, and capable of reading and making use of working
papers in academic finance.

Phd or strong masters degree in science/math.
Background in finance with bonds as a specialty with at least 2 years
experience.
Background in credit derivatives strongly preferred.
Evidence of quantitative writing ability in the form of a
dissertation/masters thesis and or published articles.
Ability to write extensively detailing quantitative methods.
Ability to read software written in C/C++ and translate into quantative
descriptions.
Ability to design strategies to validate quantitative algorithms.
Ability to dig through financial academic papers for helpful
information and required citations.
Ability to translate quantitative concepts to broad audience.

List REQUIRED degree(s), license(s), and/or certification(s):
Masters degree in statistics, physics, economics, finance, or other
highly quantitative area of science.

List PREFERRED degree(s), license(s), and/or certification(s):

Phd in same subjects as Master's requirement.
CFA