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Senior Quantitative Analyst-Credit Risk Methodology, USA-NY-New York City

Senior Quantitative Analyst-Credit Risk Methodology

Company:		Comprehensive Recruiting
Location:		USA-NY-New York City
Remuneration:		Outstanding compensation and benefit package
Position Type:		Employee
Employment type:		Full time
Updated:		10 Oct 2008
eFC Ref no:		187120

Prestigious Global Investment Bank is looking for an experienced Quantitative Analyst to join their Credit Risk Methodology team.

Prestigious Global Investment Bank is looking for an experienced Quantitative Analyst to join their Credit Risk Methodology team. This person will be responsible for managing the counterparty credit exposure model for OTC derivatives. On a daily basis they will develop mew models along with providing enhancement of current models. Requirements for this role include a PhD (or MS with adequate experience), in a quantitative discipline. The ideal candidate will have 5-10 years experience working within a quantitative research group for a hedge fund, commercial bank or investment bank. The successful candidate will have experience working with fixed income derivative and term structure models. Experience working with commodities is strongly desired. This candidate must have knowledge of option modeling. Experience with Monte-Carlo and numerical analysis is desired. For consideration please submit your resume in Word format to: ian@comprehensiverecruiting.com

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Company:

Comprehensive Recruiting

Recruiter Ref:

907

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