Credit Risk Modeling-(PhD) New York - Analytic Recruiting (New York, NY)

A major financial firm based in NY is looking for a PhD with strong financial econometric modeling skills to join a Quantitative Risk Management team. The group conducts extensive research that analyzes and calculates the credit risks of corporate CDO’s and structured finance transactions. The ideal candidate will have a strong practical understanding of the structured credit markets [corporate bonds, CDO’s]. The candidate must have a PhD in a quantitative discipline, strong financial econometrics and statistical skills, [SAS, S-Plus, Stata, SQL, Matlab] and at least 2 yrs experience working with statistical models, [time series, time until default, duration, and Copula modeling.] Please contact Jim Geiger jeg@analyticrecruiting.com

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