Quantitative Market Risk Analyst – New York City Bank recruitment
You will join a quantitative Market Risk group to develop risk methodologies including sophisticated quantitative methodologies to measure risk exposures, Value-at-Risk model, stress testing methods, etc. Important focus on satisfying requirements of BASEL II, IAS, FAS, and other regulatory frameworks. You must have a strong understanding of front office quantitative models and be able to assess of the risk structure affects the price. Strong communication skills are important to discuss complex quant matters with risk managers, traders and business heads.Skills: Strong background in quantitative Read more […]