2 x Quant Risk Modeling Opportunities
*No H1B visa transferral/sponsorship is possible unfortunately*
Location: Manhattan, NYC
This Investment banking risk division is looking for 2 quantitative risk modelers for the NYC team. The teams are mainly responsible for designing, testing and maintaining various models for trading limits management various calculations. The team are very involved in model design/building and testing, which involves intensive theoretical work followed by implementation of conceptual models. The teams are responsible for maintaining the division's model validation and review schedule involving running each model through various benchmarking tests and back-tests to confirm their reliability. This team requires very strong communication skills as there is daily interaction with various parts of the Front Office supports the Front Office on a daily basis.
1st Opportunity: The manager is looking for candidates from backgrounds in model validation, risk modeling or credit risk or quantitative advisory
MSc/PhD in quantitative subject
Experience working with OTC (over the counter) derivatives
Experience using C++ or expert working knowledge of Matlab
Strong communication skills for interaction with various teams in the risk division
2nd Opportunity: Team are looking for someone with securities experience as they are building out their MBS platform. This team deal with Agency-backed deals
Experience with MBS, ABS, CMO, default, prepayment models
Has built or understands prepayment model
Good understanding of optionality and risk analytics
Good C++ or expert Matlab. Intex would also be an added benefit
Strong communication skills for interaction with various teams in the risk division
Please apply into the Quantexotic team link below.
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