Quant Analyst
This person will be responsible for risk management and portfolio analytics across multiple product lines. They will develop analytical tools for the analysis of exposures of various the firm's portfolios.
Candidates should have a minimum of five years of financial experience with a strong knowledge of VaR and portfolio margin analytics and models. Experience back-testing and stress testing approaches, thoroughly understanding business models and various financial products. Must have direct experience in risk modeling and market risk analysis. Strong SQL skills necessary. Advanced Degree prefered. MFE/PhD a plus. Please inquire for more information or a detailed job description.
For more information or immediate consideration please refer to Job#JCK1151 and submit resume in Word format to: Resume@comprehensiverecruiting.com
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