Prime Brokerage Risk Management- New York recruitment

Reporting to the bank's Global Head of Risk for Prime Brokerage, these roles involve managing the development and implementation of quantitative models that capture the margin risk of client portfolios across OTC Derivatives including Interest rate Swaps and credit default swaps. Applicants should have an advanced quantitative degree, deep understanding of risk measurement methodologies and a minimum of 3-5 yrs of experience in market risk management [fixed income strategies] at a major bank or hedge fund. Superior communication skills are a must.

Refer to Job#18924-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim as your contact recruiter.