Major New York based financial institution is looking for a Market Risk Quantitative Specialist to design, develop and test new risk management models for evaluating market [Equity & Fixed Income]exposure and risk.
The position involves designing and developing back-test and stress test methods for fixed income products, VaR models for financial products, and conduct empirical studies. The candidate must have 2+ yrs of relevant quantitative experience implementing multi-factor, HJM term structure interest rate models with a financial institution, an advanced degree (PhD preferred) in a quantitative discipline, JAVA 2, C# and/or C++ programming skills, and knowledge of VaR.
Refer to Job# 12745- EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim as your contact recruiter.
Incisive Media Limited, Haymarket House, 28-29 Haymarket, London SW1Y 4RX, is a company registered in the United Kingdom with company registration number 04038503
