Company
Selby JenningsLocation
USA-NY-New York CityRemuneration
$150000 - $200000 per annum, Benefits: Exceptional performance related bonus -Position Type
PermanentEmployment type
Full timeUpdated
23-Oct-2013eFC Ref no
1297493
.
This is a growing investment bank that is
looking to add an exceptonal individual to it's counterparty credit risk
analytics group.
The successful candidate will perform highly complex activities associated with simulation and pricing models for Counterparty Credit Risk and work closely with senior leaders of Model Validation and Technology Groups. The right individual will conduct extensive qualitative and quantitative tests of new and existing models, develop new products, code the models, help to improve the existing systems/methodologies and undertake product/methodology reviews. The chosen candidate will be viewed as a senior technical expert and provides direction/coaching to lower level candidates
They have several key projects that this candidate will have a significant contribution to including; Potential Future Exposure Modeling, VaR analytics, back testing and performance monitoring. Candidates with experience in these areas will be of significant interest. This investment bank is secure, growing headcount and holds some exciting career opportunities for talented and ambitious individuals. The group is cross asset and exposure will be expansive on derivative products/modeling across all asset classes.
Key qualifications to apply for this role:
Masters or Ph.D in quantitative discipline
3-5 years experience in counterparty risk analytics
Experience with PFE, Back Testing and VaR analytics is a benefit.
Coding skills and experience with C++, Matlab and VBA is desired.
If you wish to apply for this role please hit the apply button and send through your resume in word format. A senior consultant will be in touch to discuss the opportunity and your background in more depth.
The successful candidate will perform highly complex activities associated with simulation and pricing models for Counterparty Credit Risk and work closely with senior leaders of Model Validation and Technology Groups. The right individual will conduct extensive qualitative and quantitative tests of new and existing models, develop new products, code the models, help to improve the existing systems/methodologies and undertake product/methodology reviews. The chosen candidate will be viewed as a senior technical expert and provides direction/coaching to lower level candidates
They have several key projects that this candidate will have a significant contribution to including; Potential Future Exposure Modeling, VaR analytics, back testing and performance monitoring. Candidates with experience in these areas will be of significant interest. This investment bank is secure, growing headcount and holds some exciting career opportunities for talented and ambitious individuals. The group is cross asset and exposure will be expansive on derivative products/modeling across all asset classes.
Key qualifications to apply for this role:
Masters or Ph.D in quantitative discipline
3-5 years experience in counterparty risk analytics
Experience with PFE, Back Testing and VaR analytics is a benefit.
Coding skills and experience with C++, Matlab and VBA is desired.
If you wish to apply for this role please hit the apply button and send through your resume in word format. A senior consultant will be in touch to discuss the opportunity and your background in more depth.
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