Quantitative Risk Modeler Derivatives recruitment
Job Description:
Responsible for performing the most highly complex activities related to the most complex financial products, business analysis and/or modeling. Duties typically include developing analytical strategies for long term objectives, performing analytical support and/or modeling, and providing insights, regarding a wide array of business initiatives. This job utilizes stochastic, structured securities, options adjusted spread analyses, etc and has expertise on the theory and mathematics behind the analyses. This job requires extensive knowledge of the financial products and/or portfolios assigned, analyses undertaken and takes a global look at how analyses inter-depend and interact. Influences global reviews/assessment of models and schedules and run the analyses, inclusive of technical, audit and market perspectives, identifying structure and scope of review. This position may produce communication materials and present results of analysis and strategies internally and/or externally.
Minimum Qualifications:
PhD in programs such as applied mathematics, statistics, engineering, physics, with 1-5 years related industry experience.
Expeience in Quantitative Risk Methodologies, deep understanding of General Market and Specific VaR, expertise in derivative products, their risk and valuation methodologies in the areas of equities, interest rates, fixed income, credit, FX and/or commodities.
*Your resume is kept confidential, sent to a client upon your approval!
Executive Search Consultants, INC. 818-999-9891 E-mail resume as a Word Doc to: deborah@escfinance.com