Quant Analyst - Market Risk in New York City, NY

• 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

  1160725

Global financial firm is looking to add to their Quantitative Risk Management Group.

This person will be responsible for risk management and portfolio analytics across multiple

product lines.  They will develop analytical tools for the analysis of exposures of various the firm's portfolios.
Candidates should have a minimum of five years of financial experience with a strong knowledge of VaR and portfolio margin analytics and models.  Experience back-testing and stress testing approaches, thoroughly understanding business models and various financial products.  Must have direct experience in risk modeling and market risk analysis.  Advanced Degree prefered.  MFE/PhD a plus.   Please inquire for more information or a detailed job description.
For more information or immediate consideration  please refer to Job#JCK1151 and submit resume in Word format to:  Resume@comprehensiverecruiting.com