Manager Quantitative Services

Our client, a world leader in management consulting, risk advisory and professional services, seeks an experienced and accomplished Quantitative Risk Management professional to join its prestigious Risk Management Advisory Team. This group consults to 'Fortune 500' Companies and Major Financial Institutions regarding interest rate risk, FX risk, commodity risk and equity risk management. Projects include consulting for credit risk, risk reporting (FASB 133 and related risk management accounting/risk reporting), market risk measurement, RAROC / RAPM (Risk Adjusted Return on Capital / Risk Adjusted Performance Measurement), corporate treasury, derivatives pricing/valuation (VAR - Value at Risk), quantitative risk management methods and financial risk systems ( Algorithmics, Summit, SunGard, KMV, Risk Metrics, Risk Calc, and similar risk management / credit risk packages ). The manager for quantitative services will lead quantitative risk management teams involved in all phases of quantitative advisory and assurance projects that model, validate and implement cutting edge quantitative services for clients including: derivative instrument model development and pricing; Value-at-Risk analysis; data and model analysis; development of quantitative methodologies and services; quality control and testing; and business requirements definition. Managers are responsible for running large, complex quantitative risk management consulting projects, aggressively pursuing new business opportunities, contributing to the profitable operation of the practice and managing, mentoring and developing junior and middle level quantitative risk management staff.

Requirements: 5-7 years of quantitative risk management experience in Financial Services or Management Consulting with significant exposure to Capital Markets Products (ie: CDO's, CLO's, Credit Derivatives, MBS, ABS etc.), experience working in a financial product engineering/R&D environment designing and developing quantitative methods and services for capital market products, knowledge of capital markets products, methodologies and financial analytics including an understanding of the key concepts of derivative instrument pricing and risk measurement, knowledge of C++/Visual Basic/Excel routines and analytical programming requirements and a strong desire to apply one’s professional experience with a leading risk management organization. An advanced quantitative degree and significant experience in managing and mentoring staff are required for this position. PhD preferred.

Qualified candidates are invited to forward theri resume in confidence to:

Gene Starr

E. D. Starr & Company

40 Exchange Place

New York, New York 10005

E-Mail: gene.starr@edstarr.com

(212) 248-1692

E. D. Starr & Company is a full service executive search firm specializing in recruitment for management consulting and financial services for positions in credit risk management / credit portfolio management, market risk management, operational risk management, risk reporting, RAROC/RAPM/Basel II ( Risk Adjusted Return on Capital / Risk Adjusted Performance Measurement ), controls, treasury, capital markets, risk management technology and business process improvement / business process reengineering / enterprise wide risk management.