Quant Analyst in New York City, NY

Quant Analyst

• Company

  Comprehensive Recruiting

• Location

  New York City, NY

• Compensation

  Outstanding compensation and benefit plan.

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  Feb 10, 2013

• eFC Ref no

  1152334

Global Financial Firm is looking to add a Sr. Quant Analyst with a strong background in Statistics and/or Econometrics.

This person will be part of the group that provides extensive research that analyzes and calculates the financial risks of multiple asset classes.   Individual responsibilities of this role will include conducting research and building econometric models for forecasting economic indicators for use in financial models. The ideal candidate will have a PhD in a quantitative discipline along with 3-5 years of financial experience.  Candidates must have strong financial econometrics skills,  experience working with Mathematical Modeling and Valuation, strong modeling skills and Monte Carlo Methods, experience with VaR and how it pertains to Risk Management.  The role requires hands on time series modeling and programming skills (SQL, R, Matlab).   Candidates must have strong quantitative and communication skills.
For more information or immediate consisderation, please refer to Job#JCK1149 and submit resume in Word format to:  Resume@comprehensiverecruiting.com