Market Risk Modeling |VP Level| Municipals or MBS
Quantitative Risk Manager | Market Risk Modeling | VP Level | Municipals or Mortgage Products
New York
$110,000-$140,000 (depending on experience) + excellent bonus additional benefits
My client is looking for a Quantitative Risk Analyst for the Market Risk Modeling team with experience across either municipal derivatives or mortgage products. The ideal candidate will have between 3-6 years experience working in an investment bank, insurance firm or hedge fund. This position will have a heavy focus on VaR methodology and market risk modeling. Candidates should be educated to MSc or PhD level (preferred) ideally in hard sciences. This team extremely high performing and the firm in question view this team as extremely important in its development. The successful candidate will be generating stochastic scenarios for both pricing and tail risk.
Technical Skills Required: VBA, MatLab, C++
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