Job Description:
Job ID(18626) |
Major NYC bank is looking for a mid level Quantitative Analyst to join their Market Analytics group. Responsibilities will involve: developing and testing Risk Management methodologies, analyzing exposures using stress testing and VAR techniques, research new methods for capturing risk exposure, and evaluating risk/reward and performance attribution across multiple asset classes (OTC Derivatives, Equity, Rates, FX, and Commodities). Applicants should have 5-7 years of experience, a quantitative PhD degree (Finance, Statistics, Economics, or Econometrics), strong statistical programming skills (R, Matlab and VBA) and superior communication skills. Knowledge of derivative pricing and risk management practices, numerical methods, Monte Carlo simulations and statistical analysis is preferred.
Recruiter: Jim Geiger
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