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Insurance Derivatives - Quantitative Developer
New York City - New York
Permanent - $250000 / 400000
Financial Services
Added on 06/19/2008
About the company
Our client is KBC Financial Proucts, one of the global market leading specialist in equities, equity-linked, credit, and fund-linked derivatives - with a strategic focus on technology.
Job description
INSURANCE DERIVATIVES - Quantitative Developer
The KBC FP Quant group covers the full range of ABS, CDO, CDO squared, CLO Exotic Equity, Fund and Insurance Derivatives products.
Core Responsibilities:
• Maintain existing and implement new pricing, trading and risk management analytics for the Insurance Derivatives Group.
• Apply critical thinking to the subtle issues associated with modeling across both insurance and derivative product lines with an equal emphasis between modeling and implementation.
Who we are looking for
Requirements:
• Masters Degree in Mathematics, Computer Science, or related or related quantitative discipline. A Ph.D. is preferred but not required.
• Minimum of 2-years experience in the financial industry.
• Demonstrably strong programming ability in VB.NET and proficiency in C# /C++/SQL.
• Outstanding communication skills (verbal & written) and the ability to work well in an independent manner.
• Excellent critical thinking skills, namely the ability to view the critical aspect of their role within a larger scope.
What's on offer
The compensation to be offered will be a highly competitive package commensurate with experience.
Michael Page Contact
For further info, apply or phone on +1 212-661-4800.
Your application will be sent to
Justin Sutton
with the reference
UBJS1172543
.
Reference : UBJS1172543
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