Quantitative Analysts

Real Time Risk Systems hires Quantitative Analysts with a demonstrated expertise in mathematical modeling which we feel includes some type of research in applied mathematics. It might have been in an Academic or Professional environment, but a Ph.D. or equivalent qualification in applied mathematics, theoretical physics or mathematical finance with a recognized advisor/supervisor would be a strong indicator of this. An original paper published in a recognized finance journal might also be a strong indicator.

Furthermore, Real Time Risk Systems preferentially seeks Quantitative Analysts with a demonstrated practical expertise in derivatives. This could be experience as a quant on an equity derivatives trading desk or in a quantitative research group doing MBS/ABS modeling or fixed income modeling.