Quantitative-Systems Analyst – Risk Mgmt Systems – NYC recruitment
Functions:
- Provide quantitative business analysis support to traders, risk manager, trading support personnel and PnL analyst; this includes explaining and justifying Risk, P/L Explain and GL numbers.
- Work with Front Office, Quant and model validation team, and quantitative developers to support new credit derivative products and model valuation
- Write requirements for enhancements to the Risk Engine and its reporting applications.
- Ensure that the numbers produced by the RE are correct as the RE is enhanced and improved. Coordinate with offshore Quality Assurance team for the validation of RE valuation and various reports.
Requirements:
- Master 's or Ph.D from a quantitative discipline, such as Computational/Quantitative Finance (Preferred, but not required) , Statistics, Engineering, Operations Research and Applied Sciences;
- Minimum three plus years in a systems analyst role in a capital markets environment
- Excellent Excel skills. Experiences with SQL a plus;
- Basic knowledge of fixed income finance and option pricing. Knowledge of stochastic finance and credit derivative is a plus;
- Good communication skills;
- Excellent work ethic
This job will provide a unique opportunity for the individual to gain knowledge of derivatives pricing and risk management, trading workflow and system implementation.
Please refer to Job 18966-EFC and send MS Word attached resume to tim@analyticrecruiting.com
If you are a suitable candidate, you can expect:
- a follow-up call to further discuss the position, your interests and expertise.
- Your resume will be sent to our client(s) only after we obtain your approval.
- We are unable to work with 3rd party candidates or agencies
January 6, 2012
• Tags: Information Technology careers in the USA, NYC recruitment, Quantitative-Systems Analyst, Risk Mgmt Systems • Posted in: Financial