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