CFC Financial Engineering Senior Associate

For quick consideration apply here

Duff & Phelps provides a professional, yet friendly atmosphere in which the quality of your work endures while your professional and personal growth thrives. Our complete array of integrated service offerings provides perspective, direction, and new opportunities for the continued development of your career in today?s evolving marketplace.

We seek talented, motivated, and detail-oriented individuals with a healthy desire to grow in a challenging, respectful, and diversified work environment.

Our Financial Engineering group works on a variety of challenging assignments in which we improve our clients' ability to identify, control, diversify, mitigate, and/or exploit risk. Our team applies sophisticated mathematical models and innovative processes to design and evaluate complex financial instruments, drawing upon the latest developments in mathematics, computer science, and finance theory. Our clients gain understanding of complex issues and an ability to make decisions based on rigorous analysis rather than best guesses, resulting in an enhanced ability to achieve their goals.

Responsibilities include:

Valuing financial derivatives, complex corporate securities and analyzing equity/debt/commodities financial market data and history using time series analysis, Monte Carlo simulation, multivariate statistics, and other quantitative techniques.
Associates develop, modify, test, optimize and implement derivatives valuation models and strategies
Research and develop consistent market risk measurements for derivatives and underlying securities
Estimate probability distributions, volatilities and correlations
Assist senior consulting staff with statistical and analytic support to address complex financial structures.

Qualifications:

A graduate degree (M.S. or Ph.D.) in a quantitative discipline and an in-depth knowledge of Mathematics and Statistics as it applies to the financial markets
Strong analytical and problem solving skills including the application of probabilistic analysis, time series analysis, Monte Carlo simulation, etc.
Prior experience valuing options, futures, swaps and other derivatives, and in designing and structuring financial instruments
Effective interpersonal and communication skills
2-3 years of work experience is desirable (not required), preferably with specific experience in the derivatives markets and in the analysis of large data sets.


Duff & Phelps is committed to providing equal opportunities in employment. We will not discriminate between applications for reason of gender, race, religion, color, nationality, ethnic origin, sexual orientation, marital status, age or disability.


For quick consideration apply here