Quantitative Risk Analyst – Top Hedge Fund recruitment
In this role, the Analyst will be responsible for the technical design and building of analytical models and libraries, including grid methodologies, scenario analysis and core risk models. This includes specifying detailed requirements, testing and documentation of new and enhanced systems. The position will require close interaction with the end users (traders, researchers and risk managers) and programmers. Candidates must have 5+ years relevant experience in a top financial institution or hedge fund and an advanced degree from a top university (PhD/MS/MBA, FRM, CFA desireable). Product knowledge in credit derivatives, bonds and leveraged loans required. Familiarity with FinCad, Numerix, SQL desireable. Comfort in collaborating with quant developers (C#, .NET). This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity for career advancement.
Keywords: risk management, risk analytics, quantitative, quantitative risk, hedge fund, structured credit products, structured products, derivatives, credit derivatives, cdo, fixed income.
Refer to Job#18509-EFC and email MS Word attached resume to Gary Teaman, gteaman@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Gary as your recruiter contact.