Market Risk Quant- NY recruitment
Immediate opportunity to join major Investment Bank in NYC as a Quantitative Risk Analyst for their market risk research methodology team. Successful candidate will be responsible for the development of risk models and analytical toolbox for a multitude of asset classes for the front office Fixed Income Trading operations. You will be responsible for high level development and implementation of new derivatives pricing and risk models, developing new research and strategies, validation and debugging of model library, and risk analysis for Foreign Exchange, Rates, Commodities, and Credit derivative products. On a daily basis, you will perform VaR calculations, Stress Testing, and communicate with Compliance and Operations on reports and regulatory requirements. Position requires all candidates to possess a PhD. Will not consider candidates with Masters degree. New York City location.