Financial Engineering Vice President
Duff & Phelps LLC (New York City, New York)

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At Duff & Phelps, we work with excellence in many areas of financial advisory and investment banking services, from M&A to valuation. The best part? The way we bring our unique insight to all of them. Our professionals bring practical experience, responsiveness and a collaborative approach to satisfy our clients’ needs with the rigor and independence that the market demands.

Duff & Phelps is one of the world’s leading independent financial advisory firms. Our growing global presence attracts independent professionals who think outside the continent, while our entrepreneurial approach ensures each new mind makes a difference. What unites us? It's more than a job—it's an outlook.

If you’re looking for a welcoming, diverse atmosphere, as well as the tools and support to foster your career, look to Duff & Phelps. We offer it all, plus the benefits and competitive compensation you expect as a professional. Bring your talent and motivation, and we’ll provide you the means for success.

Our Financial Engineering group works on a variety of challenging assignments in which we improve our clients' ability to identify, control, diversify, mitigate, and/or exploit risk. Our team applies sophisticated mathematical models and innovative processes to design and evaluate complex financial instruments, drawing upon the latest developments in mathematics, computer science, and finance theory. Our clients gain understanding of complex issues and an ability to make decisions based on rigorous analysis rather than best guesses, resulting in an enhanced ability to achieve their goals.

Responsibilities include:

Valuing financial derivatives, complex corporate securities and analyzing equity/debt/commodities financial market data and history using time series analysis, Monte Carlo simulation, multivariate statistics, and other quantitative techniques
Managers develop, modify, test, optimize and implement derivatives valuation models and strategies
Research and develop consistent market risk measurements for derivatives and underlying securities
Estimate probability distributions, volatilities and correlations
Assist senior consulting staff with statistical and analytic support to address complex financial structures

Qualifications:

A graduate degree (M.S. or Ph.D.) in a quantitative discipline and an in-depth knowledge of Mathematics and Statistics as it applies to the financial markets
Proven analytical and problem solving skills including the application of probabilistic analysis, time series analysis, Monte Carlo simulation, etc.
Demonstrated experience valuing options, futures, swaps and other derivatives, and in designing and structuring financial instruments
demonstrated interpersonal and communication skills
Minimum of 5 years of work experience in the valuation industry is required, preferably with specific experience in the derivatives markets and in the analysis of large data sets


Duff & Phelps is committed to providing equal opportunities in employment. We will not discriminate between applications for reason of gender, race, religion, color, nationality, ethnic origin, sexual orientation, marital status, age or disability.


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