Tuesday, June 26, 2012

U.S. Treasury Department Fellow Program


The Office of Debt Management of the U.S. Treasury Department invites application for its Fellow Program. Position will involve data analysis, programming with Matlab and VBA on optimization and pricing issues, assisting with tasks in portfolio management, security design and market analysis, and documenting internal procedures.

Assignment Period:

One year. The Office may extend it for another year.

Requirements:

(1) A Bachelor's degree in Mathematics, Statistics, Economics, Finance, or Engineering;
(2) Strong data, analytical, and problem-solving skills;
(3) Programming experience with Matlab and VBA; (4) U.S. citizenship.

Knowledge of fixed income math desirable.

Interested candidates should send send resumes to:
Leonard Tchuindjo, Ph.D.
Interest Rate Risk Manager
Leonard.Tchuindjo@treasury.gov