- PNC (New York, NY)
- …(DoE) 4) OTC derivatives, futures , and US Treasury clearing 5) Fixed Income modelling, risk/analytics, returns performance, and trading strategies 6) Hedge ... searching for a senior Rates PM/Strategist. As a Managing Director in ALM Investments - Portfolio Management, you will...to a team which manages a broad portfolio of fixed income assets and derivative products. The… more
- PNC (New York, NY)
- …open source such as QuantLib) d. Trade idea generation and construction 2) Fixed Income modelling, risk/analytics, returns performance, and trading strategies 3) ... for an experienced quantitative researcher and modeler. As a Director in ALM Investments - Portfolio Management, you will...to a team which manages a broad portfolio of fixed income assets and derivative products. The… more