Senior Quantitative Analyst - (US-NY-New York)
Senior Quantitative Analyst - (US-NY-New York)
Compensation: $120K - $130K / Year
Minimum Education: Doctorate
Job Type: Full Time
Jobcode: DNRJA3
The Quantitative Risk Department is responsible for developing new models, analytic processes and system approaches for the Risk Management Department and performing impact studies to support proposals to the Board of Directors.
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. VaR, 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 model
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
Ph.D. in quantitative disciplines required.
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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New York, NY 10016
posted by Unknown at 3:16 PM
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