Quantitative Analyst

Minnetonka, Minnesota
Aug 06, 2017
Aug 14, 2017
Employment Status
Full Time


Pine River Capital Management, LP has an opportunity for a Quantitative Analyst at our facility in Minnetonka, Minnesota. The primary duty of the Quantitative Analyst is to enhance modeling and frameworks for analyzing portfolio risks; work on pricing and hedging models for a variety of financial instruments and derivatives; and contribute to the development of risk scenarios, appropriate model calibration, and implementation in risk systems. This position requires a Master's degree or equivalent in Financial Economics, Economics, Finance, or related field, plus three (3) years of related experience. Experience must include three (3) years of experience, which may be concurrent, in all of the following: 1) developing pricing and hedging models for a variety of financial instruments and derivatives, including Convertible Bond, Asset Swapped Convertible Option Transaction, Corporate Bond, Credit Default Swap (CDS), CDX Option, Collateralized Loan Obligations (CLO), Interest Rate Derivatives and Equity Derivatives; 2) developing risk management processes, including scenario analysis and risk models for daily risk management of portfolios; 3) writing quantitative models in C++ and work with developers in integrating the models into internal proprietary systems; 4) developing quantitative trading strategies in long/short equity and equity derivatives; 5) performing P&L analysis for various relative value strategies, including Long/Short equity, convertible bond arbitrage, credit derivatives, and equity derivative; 6) programming in C/C++, Excel/VBA, R, profiling tool for performance analysis/improvement of C++ programs, and Microsoft Visual Studio, SQL database, and Bloomberg terminal. All experience may be gained concurrently and may have been gained before, during or after completion of the Master's degree program. If interested apply online at: https://jobs-pineriver.icims.com/jobs/intro

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