Lead Quant: Rapidly Expanding Bank in New York recruitment
The background to the hire is that the firm hired 9 people for its London operation in 2011 and are now focusing their attention to New York. The firm deals with 4 trillion transactions every and thus needs a wide range of analytics which encompass: risk, strategy, pricing, new product modelling, capital management, regulatory modelling, market event analysis, forecasting, settlement etc.
The role will be to build the new analytics, implement them, work on global projects / initiatives, oversee the management and development of a small team, support the data model development and stakeholder management of key partners within the firm [CRO, CFO, Global Head of Quants etc.]
The ideal profile is a professional who has a PhD or MSc. in a quantitative or statisitcal subject, has developed a wide range of analytics and models and has strong programming skills in Matlab or C++ or VBA with strong SQL knowledge.
If you are interested in a confidential conversation, please drop Chris Finn an email [chris.finn@eamesconsulting.com] with a number and time to contact you or else drop an email to the above address to discuss further.