Market Risk Technology BI Developer VaR – Fixed Income, Equities – New York recruitment
An investment bank with offices in New York is building-out its capital markets risk technology and analytics effort for the valuation and risk management of a wide variety of fixed-income and equities products: MBS, ABS, CMBS, CDOs, interest-rate derivatives ( swaps and swaptions), equities, options, agency debentures, treasuries and is seeking candidates with 5 – 10 years of relevant market-risk, credit-risk, value-at-risk ( VaR ) or financial product valuation methodology experience who can help in the implementation of a Sybase, Java , Python, and Oracle market-risk calculation engine, risk data-warehouse and business-intelligence ( BI ) platform. The candidate must have solid database experience with one of the aforementioned programming languages coupled with broad and in-depth computer science knowledge. A Masters degree or PhD in computer science from a top university, or a Bachelor’s degree in computer science coupled with a Masters degree in another scientific discipline is a plus.
Please refer to Job 18977-EFC and send MS Word attached resume to steve@analyticrecruiting.com
If you are a suitable candidate, you can expect:
- a follow-up call to further discuss the position, your interests and expertise.
- Your resume will be sent to our client(s) only after we obtain your approval.