Vice President, Cross Asset Derivative Valuation, New York

My client are a leading provider of OTC Derivative Valuations and Market Data to Buy Side institutions across N.America.

The financial engineering group are currently looking for an experienced candidate to join its cross asset derivative valuation team, dealing with the pricing and risk methodology of clients derivative portfolios. 

You will be responsible for the development, testing and production of a quantitative framework for risk analytics such as scenario analysis, market risk measures and PL attribution.

This role is a great mix of technical projects as well as having a business focused outlook, with interaction with multiple internal and external stakeholders. You will be working closely with quants, developers, product specialists and portfolio managers.

QUALIFICATIONS:

 

APPLY | risk.americas@gqrgm.com

 

VISIT US | www.g-q-r.com/vacancies

 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Please ask for Kasey Churchill in our LA office (310 807 5025). Utmost confidentiality and discretion is assured.

 

LOS ANGELES | 1.310.807.5030

10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

 

NEW YORK | 1.212.763.8333

1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

 

LONDON | 0203.141.8000

Westminster Tower | Office Hours: 8.00-20.00 GMT

 

HONG KONG | 852.3678.6738

2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

 

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com

GQR Global Markets

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August 2, 2013 • Tags:  • Posted in: Financial

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