Senior Quantitative Analyst - Counterparty Risk
- New York, NY, USA New York NY US
- Permanent, Full time
- Hudson Placement Group
- 14 Jun 18 2018-06-14
Major bank has an opening in its NYC office for a senior quantitative analyst to support counterparty credit risk
The Senior Quantitative Finance Analyst role sits within our counterparty credit risk analytics team. The team's mandate is to build, test, document and maintain simulation and pricing models used to quantify counterparty credit risk for credit risk limits and capital. The team is further responsible for general quantitative support in connection to trade support, trading platform migrations, and other system changes. The role includes engagement with US and overseas regulators in the context of regulatory enquiries and exams, providing support for model assumptions and behavior.
Candidates should have a PhD in statistics, applied math, econometrics, or similar area.
Candidates should have experience with sophisticated financial modelling, preferably in counterparty credit risk or XVA.
Candidates should have experience programming in C++ and Python.
Candidates must be US citizens and permanent residents.