Job Description:
Job ID(18656) |
A major NY based financial firm that is active in trading, clearing and settling FI and FX trades is looking for a Quantitative Risk Manager who will provide oversight and review of the firm':s market, liquidity and operational risk models. The successful candidate will review and validate existing risk and liquidity models for theoretical soundness as well as provide analytic risk support and analysis of the firm':s FX trading business. Candidates must have 3-5 years of hands on model validation and risk modeling experience including scenario analysis, stress testing and risk assessment. Candidates must have an advanced Quantitative degree in finance, theoretical physics, or applied math and strong knowledge of stochastic calculus, PDEs and numerical methods. Additionally, the ability to build prototype models in Excel, Matlab, VB, and/or C++ is required. This role works closely with internal managers and external regulators and requires superior communication skills.
Recruiter: Jim Geiger
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