Quantitative Risk Analyst | NYC/Chicago
Requirements:
Candidate will be using mathematical and technical skills to provide quantitative analysis and support to senior management and other risk departments.
Stress testing current models and identifying any potential risks that might affect the trading products.
Developing risk management tools, including enhancing existing models and designing and implementing new models.
Assist in identifying financial risk issues and providing solutions
Library maintenance of models to support enterprise wide risk management.
Benchmark and compare results of various techniques including historical simulations
Explain model behaviour and predictions to traders, identify major sources of risk in portfolios, provide guidance, and maintain smooth running of production analytics
Ideal background of the successful candidate:
Ideally experience pricing either Commodity/Interest rates derivative products.
PhD/MSc in Mathematics or Physics, with strong quant finance knowledge.
Coding experience, preferably C++ and/or Python, with emphasis on numerical methods.
Must have experience of VaR modelling and other risk models
xcellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.
Please apply into the below link
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