Quantitative Quantitative Data Analyst-Systemic Market Risk – New York recruitment
The firm is looking for this candidate to creatively build models that will link, integrate and analyze already existing financial markets data and unrelated networks to better understand and manage the firm's risk. The Candidate must have a quantitative Masters or PhD and have demonstrated experience (5-7 yrs) in financial markets data mining, modeling, using SAS, Matlab, SQL. This is a newly created role and this candidate will have an opportunity to define the position. Candidates must possess the quantitative and analytic skills and will be expected to interact with senior trading and risk managers.
Refer to Job#19125-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.