Sr. Quantitative Analyst - (US-NY-New York)
Sr. Quantitative Analyst - (US-NY-New York)
Minimum Education: Masters
Job Type: Full Time
Jobcode: DNRJA1
The Sr. Quantitative Analyst, reporting to the Head of Quantitative Risk Department, is responsible for researching, developing and testing new risk management under supervision.
Principal Responsibilities
Assist in identifying financial risk issues and providing solutions
Participate in the development of risk management tools by enhancing existing analytical models and focusing on designing and implementing new models (e.g. Vary, back test, stress test, etc.)
Assist in the construction and maintenance of a library of models to support enterprise wide risk management
Conduct research and perform integration of new products into existing risk models
Experience
2+ year’s relevant Quantitative Risk Management experience.
Knowledge/Skills
Working knowledge of SQL and other programming languages.
Knowledge and experience with quantitative methods such as VaR, interest rate models
Mathematical background with strong quantitative skills.
Familiarity with equity & fixed income products
Hands-on experience in implementing, analyzing, and calibrating high performance mathematical models.
Education, Training or Certification
Master or Ph.D. in quantitative disciplines.
Extensive training in applied mathematics.
Email resume in Word to thebiggamehunter@cisny.com. Please include the job code for the position with your resume.
NO RELOCATION. NO OVERSEAS RESUMES. NO 3RD PARTIES.
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posted by Unknown at 5:18 PM
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