| Job ID: | Job-0963 | | Job Title: | SR. QUANT – ECONOMETRICIAN | | location: | New York--Moving to Jersey City Jan 2013 | | Jobtype: | Permanent | | Rate: | up to $130K + bonus | | Description: | Job initially starts in NYC then moves to Jersey City in January 2013
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.
Position Summary:
The Senior Quantitative Specialist – Econometrician is responsible for data modeling, and designing and executing the back tests and stress tests of margining methodology.
Principal Responsibilities:
• Developing and enhancing VaR and stress test methodologies
• Designing additional statistical back-testing measures
• Identifying potential model issues by analyzing the results of the back tests and stress tests
• Participate in the development of risk management methodologies by enhancing existing analytical models and focusing on improving the econometric aspects of the research efforts
Experience:
• 5+ years of experience in financial data modeling / analysis
• Experience in working with VaR
Knowledge and Skills Required:
• Expertise in applied statistics and econometrics
• Strong knowledge of issues of financial risk management
• Strong knowledge of risk models such VaR and other risk measures
• Hands-on experience with R or SAS. Experience with SQL programming is a plus.
• Excellent communication and presentation skills.
Education, Training &/or Certification:
• PhD in statistics or econometrics from a leading university
Email resume in Word to TheBigGameHunter@cisny.com. Please include the job code for the position with your resume.
NO RELOCATION. NO VISA TRANSFERS. NO OVERSEAS RESUMES. NO 3RD PARTIES.
To receive a complimentary subscription to my job search ezine, No B.S. Job Search Advice, go to www.JeffAltman.com to subscribe.
Receive tweets from Twitter with job search tips and job listings – TheBigGameHuntr | |
<< Home