Quantitative-Systems Analyst – Risk Mgmt Systems – NYC recruitment
Functions:Provide quantitative business analysis support to traders, risk manager, trading support personnel and PnL analyst; this includes explaining and justifying Risk, P/L Explain and GL numbers.Work with Front Office, Quant and model validation team, and quantitative developers to support new credit derivative products and model valuationWrite requirements for enhancements to the Risk Engine and its reporting applications.Ensure that the numbers produced by the RE are correct as the RE is enhanced and improved. Coordinate with offshore Quality Assurance team for the validation of RE valuation Read more […]