Large and expanding commodities and derivatives trading firm located in Suburban NY is looking for a Head of its Quantitative Risk Modeling and Management Group.
This position will be responsible for managing the creation of all risk management models (VAR, Stress testing, independent valuation, etc.) as well as the validation of front office models. Five plus years building risk models for Physical commodities, energy, metals, Agriculture and/or other derivative instruments is required. A PhD, strong programming skills and some management experience is also needed. Very competitive compensation will be offered.
Refer to Job#16454-EFC and email MS Word attached resume to Peter Arian, peter@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Peter as your recruiter contact.
