Loan Loss Modeling-CMBS Valuation Analyst-New York recruitment
A major financial firm with offices in New York is building-out its capital markets risk analytics effort for the valuation and risk management of a large CMBS portfolio. and is seeking candidates with 2-3 years of relevant market-risk, credit-risk, VaR, or financial product valuation methodology experience who can help in the validating and researching CMBS pricing models.
The candidate must have solid and current C++,SQL, or JAVA programming skill working on structured finance risk models, demonstrated experience with large datasets using R or Matlab, experience using Trepp and PPR and in-depth computer science knowledge with a Bachelors or Masters degree in a quantitative field from a top 20 university. The role requires superior communication skills and is for someone who can be innovative and creative in approaching market and credit risk measurement of structured securities (CMBS) and derivatives.
Please refer to Job 18672 - and send MS Word attached resume to jeg@analyticrecruiting.com
Keyword: Risk Aggregation, Model Validation, Risk Reporting, Enterprise risk, Statisical Modeling, Structured Products, CMBS, Trepp, PPR, C++, SQL, Matlab