Quantitative Risk Analyst-Rates

• Company

  Integrated Management Resources

• Location

  Stamford, CT

• Compensation

  Open

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  Sep 6, 2010

• eFC Ref no

  668715

Prestigious Bulge Bracket bank is looking for a quantitative risk analyst to join one of the most progressive quantitative risk groups on the street. This specific seat covers Interest Rate derivatives, but will have exposure to other groups as well. This position interacts daily with quantitative analysts, traders, and market risk management.

Candidate will assist business unit control with valuation of model intensive trades and quantitative issues, emphasizing valuation adjustments intended to capture model or parameter uncertainty, and must be able to communicate results to a non-technical audience. The successful candidate MUST have 2-3 years experience validating models to detect, identify, and quantify risks in the area of marking-to-market, and risk management of model intensive products, and perform product certification and approval of single trades. Candidates MUST HAVE advanced degree (PhD preferred) in physics, math, with solid C++, Java, or VBA programming skills. Please speak with Gary for more details regarding this position.

Please refer to JO# GLM5590;  Gary McKelvie;

Integrated Management Resources, Inc.;  

Telephone: 480-460-4422;

Email: gary@integratedmgmt.com 

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