NYC hedge fund seeks experienced ABS quantitative modeler for newly formed team.
NYC hedge fund seeks experienced ABS quantitative modeler for newly formed team. The candidate should have at least 5 years of experience and be well versed in default and prepayment modeling. Prior experience can be from either hedge funds, investment banks or asset management companies. Candidate should have an advanced degree from a top university and have strong computer programming in any of the basic languages. Strong quantitative skills required. Candidate must have solid experience with ABS and have worked as a quantitative modeler. Excellent compensation package. NYC location.
For consideration please forward your resume in MS WORD format to Ian@comprehensiverecruiting.com and reference MLG697.