Prestigious Private Equity Firm in New York City is expanding their risk team and looking for an experienced modeling Quant to cover distressed, illiquid, structured credit products.
Prestigious Private Equity Firm in New York City is expanding their risk team and looking for an experienced modeling Quant to cover distressed, illiquid, structured credit products. Candidate will design, build, and implement models used by the firm and their clients. Strong quant modeling and programming skills required. A PhD or MS in quantitative discipline, and 5 + years experience with an emphasis in distressed modeling experience in alternative investments required. Contact Gary McKelvie for more details.
Please refer to JO# GLM5936; Gary McKelvie;
Integrated Management Resources, Inc.; Telephone: (480) 460-4422;
Email: gary@integratedmgmt.com
PLEASE ATTACH PAPERWORK IN WORD FORMAT.
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