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Fin Analytics and Derivatives (Mult Pos)

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PwC US Business Advisory LLP

2024-09-21 13:41:44

Job location New York City, New York, United States

Job type: all

Job industry: Other

Job description

40 hrs/week, Mon-Fri, 8:30 a.m. - 5:30 p.m. $173,555/yr. MINIMUM REQUIREMENTS: Must have a Bachelor's degree or foreign equivalent in Quantitative Finance, Business Administration, Financial Engineering, Mathematics, Economics, or a related field, plus 5 years post-bachelor's, progressive related work experience. In the alternative, the employer will accept a Master's degree or foreign equivalent in Quantitative Finance, Business Administration, Financial Engineering, Mathematics, Economics, or a related field, plus 3 years of related work experience. Must have at least one year of experience with each of the following: Work with valuation models using option pricing theory, Monte Carlo simulation, binomial trees, contingent claims analysis, and other financial engineering techniques; Conduct quantitative and qualitative analyses of complex data, including market and competitor analysis (market sizing, drivers and dynamics), customer analysis and internal analysis (strategic analysis, business model reviews, and financials), and preparing memoranda and/or reports that communicate these findings and recommendations to clients; and Manage project teams and engagements that focus on financial modelling, derivatives, securities valuation, and risk management. 80% telecommuting permitted. Must be able to commute to the designated local office. Travel requirement(s): Domestic and/or international travel up to 80% required. Please apply by sending your resume to, specifying Job Code NY4393 in the subject line.

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