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.
A
trade automation, connectivity and compliance solution, the SunGard
Transaction Network (STN) links institutions throughout the financial
services community to facilitate end-to-end transaction processing.
With
more than 4,500 client firms in 60 countries managing more than $12
trillion, Advent has established itself as a leading provider of
mission-critical applications for investment management operations of
all sizes and strategies.
QUMAS
is a global compliance software company offering a complete Enterprise
Governance, Risk and Compliance solution with over 250 customer
deployments.
Belzberg
Technologies has been at the forefront of the electronic trading
evolution from the very beginning, and continues to provide world-class
service, execution and technology to the securities industry.
