eFinancialCareers

• Location

  USA-NY-New York City

• Compensation

  Competitive

• Position Type

  Employee

• Employment type

  Full time

• Updated

  08 Oct 2008

• eFC Ref no

  479308

Top Tier Investment Bank is actively looking for a senior valuation analyst or a model review specialist to focus on CMBS products. The model review group is responsible for looking at the pricing and valuation models as well as testing the cutting edge new credit models that have become extremely difficult to accurately price. They will also look at people who have a solid background in credit derivatives.

This is an excellent opportunity to move to a stable platform that has profited and continued to grow. A successful candidate will have a large amount of interaction with a variety of groups, including model validation, FO quants and risk managers. This role allows the ability to leverage off of previous experience gained in model validation, structuring or quantitative analytic roles in order work with new and challenging products.

A qualified candidate will have extensive experience accurately pricing MBS or credit products, as well as the ability to explain complex technicial methodologies to less technicial people. This is a quantitative group and therefore a PhD in Math, Physics or Engineering is required.