Job Profile: Quantitative Risk Analyst
Date:
3/16/2010
Location:
New York, New York, United States
Sector(s):
Risk (Market)
Quantitative
Client:
Investment Bank
Reference #:
W4233
Risk analyst supporting the derivative trading desk of a global bank
Responsibilities:
<!--[if !supportLists]-->· <!--[endif]-->Analyze the counterparty risk on exotic trades and structured transactions
<!--[if !supportLists]-->· <!--[endif]-->Products supported include Interest Rate, Credit, FX, Equity, and Commodity derivatives
<!--[if !supportLists]-->· <!--[endif]-->Active involvement in quantitative modeling projects
<!--[if !supportLists]-->· <!--[endif]-->Maintain and improve the existing risk monitoring tools/models
<!--[if !supportLists]-->· <!--[endif]-->Interact with all the departments involved in the credit process
Requirements:
<!--[if !supportLists]-->· <!--[endif]-->2+ years experience in quantitative finance in either market risk, quantitative analysis, or financial engineering
<!--[if !supportLists]-->· <!--[endif]-->Good knowledge of exotic derivatives products including quantitative pricing and risk modeling.
<!--[if !supportLists]-->· <!--[endif]-->Ability to analyze quantitative model outputs (valuation, stress scenarios, etc)
<!--[if !supportLists]-->· <!--[endif]-->Proficiency using VBA, Excel, Access, C++
<!--[if !supportLists]-->· <!--[endif]-->Strong communication skills
<!--[if !supportLists]-->· <!--[endif]-->Master’s Degree in a quantitative field, engineering or computer science.
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