Top tier investment bank seeks Quantitative Analyst for Risk Analytics Group.
Top tier investment bank seeks Quantitative Analyst for Risk Analytics Group. This group is responsible for developing quantitative pricing and risk management models for credit risk and hedge fund risk. Credit risk projects include development of pricing and simulation models for interest rate, equities, commodities, FX and credit derivatives. Hedge fund risk management projects involve the development of methodologies to measure specific risk and will require interaction with hedge fund clients. Candidates must have an advanced degree from a top university and have a strong knowledge of derivative pricing and financial economics. Proficiency in C++, C# or Java programming required. On a daily basis, the candidate will working with various groups, managers, external clients, traders, desk strategist and IT personnel. Excellent verbal and written communication skills required. Entry level and experienced candidates will be considered. Excellent compensation. NYC location. For consideration please forward your resume in MS WORD format to Ian@comprehensiverecruiting.com and reference MLG649
