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Description:
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A Top Tier Investment Bank is looking for a Senior Market Risk Quant to help guide and direct its risk methodologies and risk measurement processes for the Market Risk team in NYC. This is a Senior role to introduce, implement and validate cutting edge quantitative risk management methodologies used to measure exposures in the Equity, Equity Derivatives and FX trading businesses. The bank will pay top dollar for a quantitative PhD, with several years of experience in risk modeling these asset classes and expertise in risk measurement and VAR analyses. Strong technical [Matlab/SAS -C/C++, VBA, Java] skills required and a statistical degree from a Top School is preferred.
Recruiter: Jim Geiger
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