Senior Quantitative Risk Manager recruitment
Financial Services Firm in New York City is looking for a Senior Quantitative Risk Manager to design, develop and test risk management tools to support enterprise wide risk management. Other duties will include model development, validation as well as maintaining their model library. Prior solid experience in VaR, stress tests, model implementation across product lines including interest rate models. Successful candidate will have familiarity with equity and fixed income products, including derivatives. Must have strong C++, VBA and SQL skills, excellent communications and advanced degree in quantitative discipline. Contact Gary McKelvie for more details.
Please refer to JO# GLM5916; Gary McKelvie;
Integrated Management Resources, Inc.; Telephone: (480) 460-4422;
Email: gary@integratedmgmt.com
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