Risk Modelling Team is looking to hire VaR Metholdogy Specialists for Front Office Group recruitment
A leading global investment bank is looking to expand its front office quantitative risk team with this key hire. The position will work closely with the front office teams in the development of strategies and procedures in the measurement of all models developed by the quantitative risk teams at the bank. The risk specialist will have consistent interaction with senior management and play an active role in new product development and implementation. This risk analyst will ccontribute at all stages of risk: trading, analytics, evaluation and business expansion
This role will have the following responsibilities:
• Quantitative Risk Analytics for a leading investment bank
• Implementing methodology for monte carlo risk management system
• Stress testing, Scenario Analysis, VaR modeling exposure
• Assessing the efficiency of current and new risk systems
• Communicate and convey complicated methodologies to both senior quantitative risk analysts
The successful candidates are likely to have following background and skill set:
• 2-3 years existent exposure within quantitative risk or a leading risk team
• Ideally an excellent quantitative or risk PhD/MSc from a top school with a quant focused thesis i.e: Applied Mathematics, Physics, Statistics Probability, Computer Science, Risk etc
• A strong interest in quantitative risk analytics
• Strong understanding of VaR within a quantitative discipline
• Strong VBA and Excel skills
Please send all applications to risk@selbyjennings.com