Director-Quantitative Market Risk-New York recruitment

The candidate will be the subject matter expert in: trading room risk for one or more of these products [FX, Rates, Credit, Commodities]. The Candidate must be experienced in advanced stochastic processes [VaR, Monte Carlo, Finite Differential Techniques] used for pricing exotic derivatives such as barrier options, callable bonds, Bermuda Swaptions]. Additionally, contacts in the industry are also needed in order to identify new clients and to help build business relationships. Candidates must have advanced quantitative degree, current hands on programming expertise (C++, Matlab) and the ability Read more […]

July 12, 2012 • Tags: , • Posted in: Financial • Comments Off on Director-Quantitative Market Risk-New York recruitment