Sr. Portfolio/Risk Manager – Derivatives recruitment
The candidate has proven experience (6+ years) in interest rate and equity related derivatives and can work independently.
The ideal candidate has banking/trading/investment background and a master's degree in quantitative finance, econometrics, statistics, mathematics, actuarial, or related field. A post-master financial risk designation (FRM, CFA, FAS/ASA) is preferred. 
April 3, 2012
• Tags: Asset Management careers in the Netherlands, Derivatives recruitment, Risk Manager, Sr. Portfolio • Posted in: Financial