Job Description:
Job ID(18367) |
Our client, a major international bank with offices in midtown Manhattan, is seeking an experienced quant to join their risk analytics team covering fixed income products (IR derivatives, treasuries, MBS, corporates. CMO and CDS). Responsibilities include building models for pricing interest rate derivatives, yield curve construction and currency swaps. The role will also include analyzing trading strategies, monitoring portfolios, stress testing and enhancement of the risk management framework. High visibility in communicating with senior risk managers. Candidates must have 5+ years relevant market/credit risk experience in a top financial institution and an advanced degree (PhD, MS, FRM, CFA desireable). Technical proficiency in C++, C#, VBA, Matlab, SQL, Java is desireable. This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity for career advancement.
Recruiter: Peter Arian
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