Quantitative Risk Manager – Global Investment Management Firm / Quant Trading House – CT, United States recruitment
The advertised role is for an experienced Risk Manager from a Quantitative background, ideally with cross-asset coverage/background. The successful candidate will interact with various teams/personnel on a daily basis and provide a real-time overview of the firm’s risk across Equity, Fixed Income, Commodities and Currencies.
The ideal candidate will come from an MSc/PhD background, having studied Maths, Physics, Operational Research, Comp Sci or Stats etc, have a strong understanding of FI/Equity and derivative pricing models and a solid knowledge of VaR (and also risk that is not included within VaR and it’s various limitations).
The preferred candidate will also have a good knowledge of statistics and good programming skills (C++/Python/Perl) and skills within Linux would be a plus.
If you would be interested in discussing the opportunity in further detail, please send a resume and get in touch with Sammy, at s.khelil@westbourne-partners.com
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