The Quantitative Services Team provides derivatives valuation and modeling expertise to Deloitte's clients in North America and worldwide.
Responsibilities: *Serve as project manager for quantitative consulting engagements at banking and other financial institutions firms. Lead all aspects of the project, including the development of a project plan, staffing, assigning project responsibilities and managing the performance of all team members to meet project requirements. Manage client expectations and interactions to maintain effective communications, client involvement and to ensure client satisfaction.
Skills Seeking:
*Strong background in mathematical finance at the level of a Master's level degree in Mathematical Finance, Mathematics of Finance, Financial Engineering or Quantitative Finance is generally a prerequisite, although very strong undergraduates with necessary background and/or relevant work experience may be considered.
*Understanding of derivatives valuation concepts is required and experience with derivatives valuation in corporate setting is a plus. Applicants are expected to have strong analytical and computer skills. Quantitative Analysis Technical Skills (Visual Basic, C/C++, MATLAB, Monte-Carlo Simulations, Bloomberg, Fincad, ALM, Numerix, Savysoft, Principia, Summit) are a plus.
*The position involves significant amounts of time spent in communication with clients and staff in consultative settings, and therefore good communications and interpersonal skills are required.
*We are specifically looking people with the ability to explain difficult financial modeling/valuation concepts to diverse, non-quantitative client contacts.
*Personal characteristics should include: presentation, consulting, project management, client, and training / mentoring skills; strong presence and good communications and interpersonal skills; experience in delivering services both assessing risk management capabilities as well as transforming bank risk management environments; conceptual and quantitative depth in risk methodologies and concepts and underlying markets and models; MBA preferred, and a flexible, dynamic work-style appropriate for the consulting areas of a large Big 4 Integrated Professional Services Firm.
Location: New York (Extensive travel may be involved)
|