Director of Risk Management recruitment
Candidates should have a minimum of 8 years of financial experience in risk management and modeling, with experience managing a team. Advanced degree in a quantitative discipline is required. Requirements include strong experience in quantitative finance with emphasis on valuation models (curve building methodologies, term structure models, option models, credit models), and risk management models and methodologies (Greeks, VaR, back testing), and a good understanding of the regulatory environment surrounding model risk management. Excellent written and oral communication and presentation skills, ability to communicate quantitative concepts to financial professionals a must. Strong mathematical background, probability theory, stochastic processes, and PDE’s. This person will be responsible for all aspects of model risk management.
For confidential consideration or more information, please refer to Job#JCK1120 and contact Jason Kerkman at Jason@comprehensiverecruiting.com 480-968-4000