Quant- Market Risk for Trading & Syndication
- $170k - 220k per year
- New York, NY, USA
- Permanent, Full time
- GQR Global Markets
- 21 Sep 16
As a growing team that plans to double in size in the next year, we are looking for a AVP-VP level Market Risk candidate who has a background with Credit Derivatives experience.
AVP-VP of Market Risk, VaR Modelling – New York, NY
Tier 1 Investment Bank – Market Risk Management – AVP-VP Market Risk – Value-at-Risk Modelling – Manhattan, NY
SALARY RANGE OR SPECIFIED NUMBER + BONUS
Up to $220,000 USD base (DOE) + highly competitive bonus
As a growing team that plans to double in size in the next year, we are looking for a AVP-VP level Market Risk candidate who has a background with Credit Derivatives experience. This role will not only consist of hands on VaR modelling experience but the incumbent should have a Ph.D. from a top-tier university.
- Build VaR models- front line of defense for credit derivatives desk
- Implement products using pricing engines and models.
- Day to day support to the Structured Credit Trading Desk
- Build and validate existing & new complex pricing models across the market risk, specifically VaR Modelling
- Knowledge of pricing models for CDO’s, CLO tranches, Structured Credit Products, etc.
- Rebuilding models from scratch, testing, replicating and challenging their performance.
- Interaction with regulators both internally and externally
- 1-5 years relevant financial experience
- Knowledge of credit derivatives
- Professional programming background in C++, Python
- A Ph.D. with a strong quantitative related subject.
- Excellent communication skills in order to express complicated methodologies and theories.
In return they are offering:
- Huge opportunity to attain full training, hands on exposure within the quant analytics space.
- An opportunity to work in the quant space with a tier-1 investment bank
- The intellectual stimulation and challenge of working within growing, cutting edge & globally delivering analytics group.
- Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials and have the chance to work with an elite and prestigious group.