VP/Director VaR Model Quant

VP/Director level VaR Model Quant required for leading Investment Bank
New York City, USA
Base: $160,000 - $180,000 + excellent bonus and benefits package

My client, a leading US investment bank, is looking to build their cross-asset VaR modeling team with a VP level hire.  This team is regarded as one the top performing teams within the institution and due to the newly placed importance on developing the quantitative risk teams, this team has been given mandate to expand.  The successful candidate will work on the architechture and development of brand new, state of the art VaR models and methodology. identification of risk factors in financial products and modelling of risk factor dynamics.

The ideal candidate would have the following background:

July 24, 2013 • Tags: , • Posted in: Financial

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