Securitized Products Credit Risk Quant/Analyst

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Job Title:
SECURITIZED PRODUCTS CREDIT RISK QUANT/ANALYST
Job Description:
Job ID(17928)
Our client, a major international bank with offices in New York, is seeking an experienced credit risk quant/analyst to join their market risk team covering structured products (agency and non-agency mortgages, CMBS and ABS) in support of the global VaR, regulatory capital and economic capital calculations. An in-depth understanding of financial markets and the underlying structured products is required to understand the VaR model and corroborate model inputs on an ongoing basis. About 3 - 5 years experience working in an investment bank within a risk management methodology or measurement team is required. Past experience with securitized products is a must. Excellent Excel and VBA skills needed. High visibility in communicating with senior risk managers. This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity for career advancement.

Recruiter: Steve Schallop

Salary: Competitive Location: New York
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Job Categories: Quantitative Finance/Financial Engineering, Risk Management
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