Job Description:
Job ID(12870 ) |
Major New York based financial institution is looking for a Quantitative Analyst to help in the design, development and testing of new risk management models for evaluating market exposure and risk. The position involves designing and developing back-test and stress test methods for equity and fixed income products, VaR models for financial products, conduct empirical studies and make recommendations on risk management system enhancements and spearhead the research and integration of new products into the existing risk management system. The candidate must have 2 or more years of relevant Quantitative Risk Management experience, knowledge of VaR , term structure model implementation, programming capability in C++ and SQL and be very adept a implementing mathematical models. A PhD in quantitative discipline is required.
Recruiter: Jim Geiger
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