Market Risk Quant

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Job Title:
MARKET RISK QUANT
Job Description:
Job ID(17699)
Our client, a major international bank with offices in midtown Manhattan, is seeking a market risk quant/developer to join their risk analytics team covering fixed income (i.e. treasuries, agencies, MBS, CMO, IRD and CDS). Responsibilities include creation of analytical tools and libraries, stress testing, and enhancement of VaR models and risk management framework/methodologies. High visibility in communicating with senior risk managers. Candidates must have 5+ years relevant risk analytics experience in a top financial institution and an advanced degree (MS/PhD) in a quantitative discipline such as Computer Science, Engineering or Mathematics. FRM and/or CFA is desirable. Strong quantitative and programming skills (C, C++, C#, VBA, Matlab, SQL, Java). This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity for career advancement.

Recruiter: Peter Arian

Salary: Competitive Compensation Location: New York, NY
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Job Categories: Risk Management
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