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Quantitative Risk Management Analyst
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- The Quantitative Risk Management Analyst joins a very dynamic team exposed to and challenged with complex pricing and risk management problems requiring quantitative research, large scale implementations, supporting numerical libraries, prototyping and supporting of state-of-the-art front office pricing and risk management systems.
- The primary role for this position will be to support and become a key contributor to the creation of innovative pricing and risk solutions and systems in a peer reviewed environment, as well as support and contribute towards the design and implementation of new business initiatives as well as analyze daily and real-time market information for industry leading over-the-counter credit derivatives clearinghouse.
- The Quantitative Risk Management Analyst will also be responsible in supporting all aspects of the risk model implementations as well as day-to-day pricing and risk management and work on its improvements and enhancements, including identifying, developing, and overseeing risk management processes, controls, tools, and techniques.
- Post graduate degree in financial engineering, mathematical finance or similar (MS or PhD required)
- Strong understanding of fixed income markets as well as credit and equity derivatives
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