Recently we have started working with 2 Global Clients based in San Francisco looking to expand their Quantitative Analytics departments in San Francisco.
They are looking to expand across the following areas from AVP - Director level:
- Model Validation for Risk Models
- Model Validation for Front office Pricing Models
- Model Development for Credit Risk Models
- Model Development for Market Risk Models
- Model Development for Operational Risk Models
They are looking to expand their team now to ensure they secure the very best talent in the market and consequently they are able to offer Guaranteed 2013 Bonus', Relocation Sponsorship and Exceptional Base Salary Packages.
The ideal candidates will have the following skills and experience:
- MSc/PhD in quantitative subject such as Quant Finance,
- Risk Modeling Skills across Credit or Market Risk
- Excellent Regulatory knowledge
- Programming experience across one, or all of SAS, C++, R, MATLAB etc
This is an unreal opportunity for a strong candidates to join one of the most exciting projects in the market.