A major financial firm in NYC is looking for an experienced Risk Quant to manage a team that will review, validate and test Credit & Market risk models.
Applicants should have a Quantitative PhD or MS degree and 3+ yrs hands-on experience testing Financial Risk Models at a major financial firm for Structured Finance, Credit Derivatives or Credit Risk Management. The role requires quality assurance expertise in testing the implementation of quantitative financial models; strong programming skills [Matlab,SAS,C/C++&Visual Basic]; and knowledge of Monte Carlo simulation, PDEs, numerical methods and stochastic models.
Refer to Job#16656-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter