Senior Quant, Risk Model Quality Assurance

Return to: Market Risk Management Specialty
Return to: Risk Management Category
Return to: Major Job Categories

             
ADD TO JOB CART TO APPLY
Job Title:
SENIOR QUANT, RISK MODEL QUALITY ASSURANCE
Job Description:
Job ID(16656)
A major financial firm in NYC is looking for an experienced Risk Quant to join a team that will review, validate and test Credit & Market risk models. Applicants should have a Quantitative PhD or MS degree and 3+ yrs hands-on experience testing Financial Risk Models at a major financial firm for Structured Finance, Credit Derivatives or Credit Risk Management. The role requires quality assurance expertise in testing the implementation of quantitative financial models, strong programming skills [Matlab,SAS,C/C++&Visual Basic], and knowledge of Monte Carlo simulation, PDEs, numerical methods and stochastic models.

Recruiter: Jim Geiger

Salary: Compensation Competitive Location: New York
ADD TO JOB CART TO APPLY
Job Categories: Computer Systems & Technology, Quantitative Finance/Financial Engineering, Risk Management
EXIT BACK TO MAIN CATEGORIES PREVIOUS YOU HAVE NO JOBS IN CART.
***