A leading US bank is looking to hire an experienced quantitative risk manager to fill a recent Senior Vice President vacancy within the New York…A leading US bank is looking to hire an experienced quantitative risk manager to fill a recent Senior Vice President vacancy within the New York office. Building on your background in risk management and modelling you will have a broad oversight over the economic capital (ECap) program, the Basel II implementation effort and compliance with various market risk management requirements. The successful candidate will be given responsibility for more junior members of the group and will be able to enhance their experience of developing pricing/risk models, data bases and analyses to support forecasting and modeling of asset portfolios.
You should possess the following attributes:
- A proven track record in risk management and modeling inclusive of Basel II / Economic Capital analytics and development
- A strong academic background in Finance, Math, Economics, Physics, Engineering or a related field
- Technical proficiency in scientific programming and quantitative risk management (MS Excel and quantitative programming languages (e.g., Matlab, SAS) and database languages (e.g., SQL)
- Exceptional interpersonal skills and ability to work in a team environment (ability to build strong relationships with peers, line of business managers and colleagues across the bank)
- Eligibility to work in the US and ability to take up a role in Minnesota
To apply, or for further details, please submit your résumé in word document format to risk@selbyjennings.com – +44 (0) 207 019 4136 – http://www.selbyjennings.com
Type: Full-time
Location: International
Category: Quantitative Analysis Jobs
Apply Email: quantexotic@selbyjennings.com
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