Senior Quantitative Specialist recruitment

The Quantitative Risk Department is responsible for developing new models, analytic processes and system approaches for the Risk Management Department and performing impact studies to support proposals to the Board of Directors.

•Assist in identifying financial risk issues and providing solutions
•Construct, verify/validate and maintain a library of models to support enterprise wide risk management
•Participate in the development of risk management tools by enhancing existing analytical models and focusing on designing and implementing new models (e.g. VaR, back test, stress test, etc.)
•Implementation of pricing models across different product classes, including the development of interest rate models for fixed income products.
3+ years relevant Quantitative Risk Management experience.
•Strong knowledge and hands-on experience with quantitative methods such as VaR, interest rate models, multi-factors term structure model implementation and its application.
•Solid mathematical background with very strong quantitative skills.
•Familiarity with equity fixed income products. Derivatives a plus.
•Ability to operate autonomously, as well as be an effective member of a broader team.
•Good understanding of probability theory, stochastic processes, and PDE’s
•Good econometric modeling and applied statistics skills (i.e. - Time Series, GARCH, stochastic volatility and forecasting, cross sectional modeling, etc.).
•Excellent communication and presentation skills.
•Strong C++, VBA and SQL skills.
Advanced degree in quantitative discipline
Transfer H1B's ok,

This is a great to place to work if you enjoy an  investment banking quantitative career but would appreciate a little slower pace.  The company is very stable and offers great benefits.  Everyone in the group is a math, physics or statistic PhD, it is a very collaborative environment.  The Quants in this group have to do their own C++ or C# programming and you must be very comfortable with SQL.  This group is not an IT group.

Thank you.

Michael Mande
michael@sg.com
Select Group, Inc.