Financial Services Consulting, Associate Director (Risk Management & Models)
- $110k - $130k + Benefits and Bonus
- New York, NY, USA New York NY US
- Permanent, Full time
- Maxfield Search
- 22 May 18 2018-05-22
My client is a leading Global Financial Services Consulting firm looking for a highly technical and motivated Risk Management specialist to take a senior role in their Risk business. You will be interested in a business development position combining sales and relationship management skills with your technical experience covering pricing model development, testing and risk analytics.
- Excellent communication, sales and networking skills
- The ability to build rapport with the different types of individual across the industry and develop strong relationships based around mutual respect in order to achieve multiple objectives in a constructive manner
- The commercial experience and analytical mindset to be able to make sound recommendations on market issues
- Enthusiasm and adaptability.
- Excellent written and interpersonal communication skills are critical. In particular, the ability to explain technical topics to a non-technical audience
- Ability to work in a team, adhere to tight deadlines, develop and maintain relationships.
Key Technical skills
- PhD is in a numerate subject is highly desirable.
- Masters degree in a quantitative discipline i.e. mathematics, financial mathematics or physics is a prerequisite
- Specific knowledge and experience of pricing, testing and/or validating models - either pricing models or Market Risk models.
- Experience in testing and validating Vendor Models such as Markit, APT, Blackrock, MSCI and Sungard
- Understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks that are inherent from trading these products.
- Proven track record as a quantitative analyst in an equivalent role and environment.
- Ability to develop models or independently implement models in a timely manner
- Expertise in quantitative methods such as stochastic calculus, time series analysis, (FDM) Finite Difference Methods, PDE and similar financial math
- Experience coding in C++, JAVA or any object-orientated language is essential eg Matlab, Python, R