Quantitative Analyst / Risk recruitment

This person will be part of a Quantititve group within the firm's Enterprise Risk Management structure.   Candidates will be responsible for a variety of tasks including: construct, validate and maintain models to support enterprise risk management; responsible for the creation, implementation and maintenance of pricing models for multiple asset classes; participate in the development of risk management tools by enhancing existing analytical models and focusing on the design and implementation of new models; Assist in identifying financial risk issues and providing solutions. 

The successful candidate will have a PhD in a Quantitative subject along with some financial experience.  Candidates with up to ten years of experience are encouraged to apply.  Ideally seeking candidates with some experience in any of the following asset classes:  Fixed Income, Credit, Interest Rate, Equity, FX, Commodities or Derivatives.  Candidates should have a strong mathematical and quantitative skills; knowledge of probability theory, stochastic processes; Good econometric modeling and statistic skills (time series, GARCH, vol and forecasting, modeling). While this is not a development position candidates should still have solid C++ programming skills (VBA/SQL is a plus). 

This is an outstaning opportunity for PhD's with some financial experinece to join a well established firm and gain experience from a dynamic quant group with experienced leadership.

Please inquire for more information or confidential consideration.  For more information or immediate consideration, please refer to Job# JCK7201 and submit resume in Word format to:  Jason@comprehensiverecruiting.com