Quantitative Market Risk Analyst – New York City Bank recruitment

You will join a quantitative Market Risk group to develop risk methodologies including sophisticated quantitative methodologies to measure risk exposures, Value-at-Risk model, stress testing methods, etc. Important focus on satisfying requirements of BASEL II, IAS, FAS, and other regulatory frameworks.
You must have a strong understanding of front office quantitative models and be able to assess of the risk structure affects the price. Strong communication skills are important to discuss complex quant matters with risk managers, traders and business heads.

Skills:
 Strong background in quantitative financial methodologies - derivatives theory and models, probability theory, Mathematics,
 Excellent verbal and written skills.
 Model implementation in C/C++, VBA, or Java programming languages
 PhD (or ABD with MBA/MS) in a quantitative or computational field -Computer Science, Math, Physics, Financial Engineering
 4 + years experience in risk modeling of any asset class

If you’re interested in joining a highly regarded quantitative team with great visibility in an international bank please apply today.

Send your resume to Dara with Huxley Associates for immediate consideration.

Quant, model validation, methodology, quantitative, risk, analytics, credit, fixed income, Emerging markets, latam, modeling, trading, Basel,