Market Risk Modeling Manager Job
Market Risk Modeling Manager (Job Number: 1313202)
Description
Market risk modeling manager is a senior member of the risk modeling group. The incumbent manages various model development and validation projects, including VaR model, counterparty credit risk model, and economic capital model (55 market risk models, 37 CPPR models, and 2 EC models). This position provides leadership to junior members within the modeling group, and may also have managerial responsibility of a small group of quantitative analysts. Additionally, this position interacts with various business area including front office, finance, and operation, and provides quantitative support to management in these business areas.
Qualifications
Masters degree in financial engineering or physics. Ph.D. preferred. 5-7 years in quantitive capacity. 10 plus years preferred.
Primary Location: , NY, US
Internal Jobcode: 24270
Job: Audit/Compliance/Risk
Organization: Risk-HR06016
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