SUBMIT YOUR CV WITH US

VACANCY
DETAILS

SEARCH VACANCIES

SEARCH

Lead Quant

Date: 11 Jan 2017
Location: United States, New York
Salary: 130,000
A leading financial research and analytics firm is looking to a hire a Lead Quantitative Analyst who will work very closely with the market risk validation team of a large global investment bank. This role will have the responsibility of managing a team to independently validate, monitor, assess and challenge complex market risk models. The right individual will have a solid understanding of conceptual framework of models and the ability to lead a team while using innovative testing frameworks. The candidate will be required to have sound knowledge and exposure to market risk models and validation processes.

Responsibilities include:

  • Guide a team to validate complex models
  • Review comprehensive validation reports
  • Manage deadlines for each individual of the team
  • Manage and mentor team members throughout the validation process


Requirements include:

  • Exposure to Market Risk Models, VaR/RNIV Models, IRC and CCAR
  • 3-7 years of relevant experience
  • Graduate degree in Quantitative Discipline
  • Excellent analytical and creative problem solving skills
  • Ability to manage multiple validation with different time line
  • In-depth knowledge of multiple market risk models and related market known products

Please apply below

 

Apply Now
Back to search results

TITLE

Register and Apply

(Please upload either Word or PDF format only)

Receive job and company updates by email from Phaidon International.

INDUSTRY NEWS: Oil trading surge strengthens commodity houses’ grip https://t.co/RVmtCveysO

SUBMIT YOUR CV

Contact us to find out more or submit your CV

(Please upload either Word or PDF format only)

Receive job and company updates by email from Phaidon International.