Director-Quantitative Market Risk-New York recruitment
The candidate will be the subject matter expert in: trading room risk for one or more of these products [FX, Rates, Credit, Commodities]. The Candidate must be experienced in advanced stochastic processes [VaR, Monte Carlo, Finite Differential Techniques] used for pricing exotic derivatives such as barrier options, callable bonds, Bermuda Swaptions]. Additionally, contacts in the industry are also needed in order to identify new clients and to help build business relationships. Candidates must have advanced quantitative degree, current hands on programming expertise (C++, Matlab) and the ability to lead projects and client engagements. Excellent written and oral communication skills and superior interpersonal skills are a major requirement. Only Candidates with 5-10 years of relevant quantitative risk experience and leadership skills should apply.
Keywords: Risk Management Consulting, business development, validation, team leader, subject matter expert, var, consulting services, stochastic modelling, exotic derivatives, advanced degree, quantitative risk manager, Model Validation
Refer to Job#19359-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.