A leading American Investment bank is building out their Risk Analytics team at the VP level and is looking for highly quantitative and technical quantitative risk professional. In this position, you will be at the forefront of hiring and growth, responsible for developing models used to measure the bank's economic capital capacity across a diverse set of financial products and derivatives. This position offers you the opportunity to be extremely hands on in the modeling process, as this team does the model development, prototyping and implementation.
What You will Be Doing:
- Developing, maintaining and enhancing risk models
- Performing model testing, including back-testing and stress testing on all production models
- Performing statistical analysis on large sets of financial data
What We Need From You:
- At least a Masters degree in a quantitative discipline (Mathematics, Statistics, Computer Science)
- 5 Years of full time experience working in either market risk, counterparty risk, or retail risk modeling (A higher degree may offset a couple of years of experience)
- Must have strong programming skills in Python
- C++ is encouraged
- Strong knowledge of various financial products, and derivatives modeling