Primary Responsibilities: * |
- Use numerical and statistical techniques to design and develop yield curve models. *
- Analyze fixed income asset classes using yield curve models.
Requirements of the Candidate include: *
- Graduate level degree in Mathematics, Statistics or related field. *
- Fixed income modeling experience using numerical and statistical techniques. *
- Yield curve modeling and construction experience. *
- Programming skills are a plus.
Stevens Capital Management LP
PhDs.org - 18 months ago