Market risk Modeller-Quant-Associate, New York, USA-Base Salary–$100,000-$120,000 + bonus & additional benefits

Tier one global investment bank requires a Market risk modeller to join their front office risk team.

In the post recession climate quantitative pricing, modelling and analysing has become at the forefront of all financial processes and so there has been no better time to join risk teams especially in a tier one investment bank based in New York.
This role will allow the successful applicant to work across all asset classes and focus primarily on exotic products.

The Market Risk Modeller will have the following responsibilities:
-Taking on leadership roles within a very quantitative risk and derivatives group,
-Extensive analytical approach to pricing, modeling and analytics whilst providing guidance to junior members,
-Develop market risk models, through the utilization of V&R and stress testing,
-The type of models preferred are those that capture economic and statistical properties of the underlying market risk factors.

The successful candidate is likely to possess the following background and skill set:
-PhD or Masters in Mathematics/Physics or other related subject.
-Some previous experience with financial products (Credit Derivatives in particular).
-General Programming skills needed e.g. C++, VBA, Matlab etc.
-Strong analytical skills.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.

Key words: USA, New York, trader, front office, market risk, C++, analysis, modeller, PhD, market risk modeller, Quant,

Please send all applications by mail.

Apply by email.
Please do not modify the subject of the mail or your application will not be considered.