ERM/Risk Analytics and Modeling-Liability Valuation Methodology recruitment
Major Firm located in New York City is seeking Director for ERM position. Candidate must possess a PhD in a quantitative field and 5-10 years of working experience in capital markets in the area of portfolio risk management, asset liability management, and strategic asset allocation. In addition to strong communication skills, candidate must be energetic, team player and capable of motivating and building consensus. This individual must have a strong understanding of factor models and risk attributions, in addition to exposure to capital models and rating agency models. The candidate will be dedicated to an enterprise initiative to develop a consistent liability valuation methodology and asset-liability management framework. This individual is expected to be familiar with asset risk characteristics across a broad spectrum of fixed income securities. He/she must be an expert on portfolio risk modeling, factor construction, and enjoy hands-on experience. Please contact Barry Franklin for more details.
Please refer to JO# BJF5966; Barry Franklin;
Integrated Management Resources, Inc.; Telephone: (480) 460-4422;
Email: barry@integratedmgmt.com
PLEASE ATTACH RESUME PAPERWORK IN WORD FORMAT.