Bulge bracket firm located in Midtown is looking for an Associate in their Market Risk Management group.
This position will be responsible for reviewing and validating models used by various trading desks in support of market risk management. The models will be reviewed for various underlying factors, accurate analysis of reserving methodologies that have profit/loss implications, and consistent use of models across various trading desks. Additionally, a lot of emphasis will be put on stress testing to determine adequate integrity of the models based on historical observations and reasonable hypothetical assumptions. Candidates must have an advanced degree (PhD preferred), and 1 to 3 years experience dealing with quantitative risk management techniques with exposure to multiple products. Model development and usage in a front office environment is preferred. This is an excellent opportunity to gain exposure to various front office trading desks throughout an expanding, multi-national firm.
Refer to Job#AP167-eFin and email MS Word attached resume to Peter Arian, peter@analyticrecruiting.com or register online at www.analyticrecruiting.com
Incisive Media Limited, Haymarket House, 28-29 Haymarket, London SW1Y 4RX, is a company registered in the United Kingdom with company registration number 04038503
