Loan Loss Modeling-CMBS Valuation Analyst-New York recruitment

A major financial firm with offices in New York is building-out its capital markets risk analytics effort for the valuation and risk management of a large CMBS portfolio. and is seeking candidates with 2-3 years of relevant market-risk, credit-risk, VaR, or financial product valuation methodology experience who can help in the validating and researching CMBS pricing models. The candidate must have solid and current C++,SQL, or JAVA  programming skill working on structured finance risk models, demonstrated experience with large datasets using R or Matlab, experience using Trepp and PPR and in-depth Read more […]

February 1, 2012 • Tags: , • Posted in: Financial • Comments Off on Loan Loss Modeling-CMBS Valuation Analyst-New York recruitment