Jr. Market Risk Modeling Quant

Jr. Market Risk Modeling QuantDescription•Mathematical analysis of front office valuation and risk models.•Product analysis: Identifying the primary risks associated with complex derivative products and their suitability for being risk managed in specific models.•Independent model implementation in the departmental quant library with C++ Qualifications•1-2 years’ experience in either BGM or HJM models•Rates model related experience strongly recommended.•PhD Degree level education, in a quantitative discipline (Math, Physics, Actuarial Science, Finance) strongly preferred or a First Class Read more […]

March 6, 2010 • Tags: , • Posted in: Financial • Comments Off on Jr. Market Risk Modeling Quant