Director, Senior Risk Officer, Liability and Risk Valuation, Asset / Liability Management, Quantitative / Analytical Specialist, NYC recruitment
You may directly contact: Dirk Himes, The Polaris Group (an Executive Search Firm). Cell 312-961-4811; Dirk@ThePolarisGroupInc.com
The candidate is expected to be familiar with risk characteristics and quantitative risk analytics across a broad spectrum of fixed income securities and asset classes – with expertise in portfolio risk modeling, and risk factor components. Programming experience is required (Excel/VBA, Matlab, R, and/or others).
Qualifications include:
• PhD / MS with strong quantitative skills; modeling, statistical analysis, Monte Carlo simulation, etc.
• Over 5-10 years working experience in capital markets in the area of portfolio risk. management, asset liability management, and strategic asset allocation. Exposure to capital models and rating agency models desirable. Understanding of investment accounting a plus.
• Good communicator, energetic, team player and capable of motivating and building consensus.
• Expert understanding of factor models and risk attributions.
• Front office experience a plus but not necessary.
• Familiarity with insurance industry desirable.
• Proficiency in Excel, Matlab or R, and Power point. Skills in other programming language a plus. Experience with a well regarded capital markets platform is a plus.
Other:
A college degree is required, and a PhD or MS in a quantitative/technical field is strongly preferred.
The firm offers an employee benefit package that includes health and insurance coverage and other important benefits including relocation allowance, if applicable.
About The Polaris Group:
The Polaris Group, with offices in Chicago, Charlotte, Minneapolis, New York, Tampa, and Charleston, South Carolina, conducts executive search and advisory work for large integrated investment and commercial banks, hedge funds, private equity firms, asset management firms, broker/dealers, insurance companies, and specialty finance firms. The firm’s financial services practice includes various functional areas: banking and structured finance, leveraged finance, derivatives, transaction structuring, modeling, administration, risk management, quantitative algorithmic finance, syndication, trading specialists, fixed income sales/trading; as well as IT, systems technology, and treasury functions (CFO office, Treasury related specialists).