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Quant Analyst-Model Risk, USA-NY-New York City
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Quant Analyst-Model Risk
Company: Comprehensive Recruiting  
Location:   USA-NY-New York City  
Compensation:   Outstanding compensation and benefit package  
Years Experience:   5-7 yrs  
Position Type:   Employee  
Employment type:   Full time  
Updated:   01 Jul 2008  
eFC Ref no:   186575  
 
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Prestigious Investment bank is looking to add an experienced Quantitative Analyst to their Model Risk Group.
Prestigious Investment bank is looking to add an experienced Quantitative Analyst to their Model Risk Group. On a daily basis this person will assist in coordinating the Model Control Process, where Trading, Analytical Modeling, Model Risk Group, Risk Management and IT provide sign off on new models and recertification of existing models. This person will be involved with the analyzing and performing review of newly developed models. They will provide technical and product expertise within the Financial Control Group and the Valuation Risk Group, by assisting them with the design and of mark review and valuation methodologies. Requirements include a PhD in a Quantitative discipline and a minimum of five years of financial experience. Experience working in the financial markets with interest rate derivatives, credit derivatives, equities and/or commodities is necessary. A PhD in Finance or Quantitative discipline is considered. Will consider MS degrees only with considerable derivative and modeling experience. For consideration please submit your resume in word format to: ian@comprehensiverecruiting.com

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Company:
Comprehensive Recruiting
Recruiter Ref:
906
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