Quant, Equity/Credit Derivatives

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Article #14977

#14977

From: NyFinanceRecruiter
Date: Tue, 04 Sep 2007 21:24

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Position: Quant, Equity Derivatives
Location: New York/ Connecticut
Salary: Outstanding compensation

Details:
Global Investment Bank is looking to add Junior/Mid/Senior
Quantitative Analysts to their Equity/Credit Derivative  teams in New
York and Connecticut. This person will be responsible for building
pricing models in C++ for exotic equity derivative and structured
equity derivative products. The successful candidate will be expected
to have
- a PhD in Mathematics or Physics.
- Strong C++ skills and experience building equity derivative pricing
models.
- Strong communication skills are essential.

For immediate consideration please submit your resume in
Word Format to: nyfinancerecruiter@gmail.com

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From:  NyFinanceRecruiter@gmail.com
Newsgroups: sci.physics,sci.math,sci.econ,eunet.jobs,ie.jobs
Subject: Quant, Equity/Credit Derivatives
Date: Tue, 04 Sep 2007 14:24:57 -0700
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