Risk Models Manager recruitment
Major Commodity Trading Firm is looking to hire a Risk Models Manager. The candidate will be responsible for maintenance and ongoing development for the entire market and credit risk model suite.
Responsibilities:
1.Ownership of existing risk models code – up keep and new development, including market risk and credit risk models
2.Responsible for implementation of risk tools and applications; working with Firm’s IT and Operations
3.Overseeing the daily risk model runs (market and credit risk)
4.Managing the risk database (historical time series, historical risk results time series)
Background:
1.Must have strong C++ model development skills. Java and Matlab a plus
2.Ideally 5-10 years of commodity or derivative model development skills