Quantitative Market Risk Analyst - New York jobs & recruitment in the financial sector, plus job market news & employment trends. Quantitative Market Risk Analyst - New York job available in USA, New York City

Quantitative Market Risk Analyst - New York

  • Company

    Analytic Recruiting Inc.

  • Location

    USA-NY-New York City

  • Remuneration

    Compensation Competitive

  • Position Type

    Employee

  • Employment type

    Full time

  • Updated

    05 Jan 2009

  • eFC Ref no

    372014
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.

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