Large European Bank located in Midtown is looking for a Risk Manager to work with their MBS trading desk.
This position will be responsible for providing traders with analysis of their risks and is integral in helping to develop risk management strategies. Candidates must have a thorough knowledge of MBS, primarily CMOs (fixed and floaters) and interest rate derivatives. The ability to model interest rate curves and implement prototypes into workable code in Excel/VBA or C++ is also required.
Requirements:
A quantitative Master’s degree is a must and a PhD is a plus.
Excellent communication skills are needed as there is heavy interaction with the trading desk.
Compensation will be extremely competitive.
Refer to Job#12249-EFC and email MS Word attached resume to Peter Arian, peter@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Peter Arian as your recruiter contact.
Incisive Media Limited, Haymarket House, 28-29 Haymarket, London SW1Y 4RX, is a company registered in the United Kingdom with company registration number 04038503