Quantitative Analyst, Credit Risk (New York, NY)
Quantitative counterparty credit risk assessment for a Global Investment Bank.
Responsibilities: - Participate into the development of credit risk methodology for new products
- Ensure credit risk system are accurate and that credit risk measures are satisfactory
- Participate into the development and implementation of new models
- Manual risk calculation for complex trades
- Ensure existing model correctly assesses credit risk and request/propose new models when necessary
- Support hedge fund business
- Provide Coverage for Structured Credit & Equity Derivatives
Requirements:- The successful candidate will have a solid understanding of financial quantitative analysis in Structured Credit & Equity Derivatives
- Familiarity with programming languages such as VBA and C++ is an advantage but not a necessity.
- 2-5 years experience in a related role.
- Developing models for quantifying potential counterparty exposure across a variety of markets
- Strong written and oral communication skills, including a proven ability to effectively describe complex exposures and derivatives strategies to a less technical audience.
For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
Ashton Lane Group® “A trusted advisor throughout your career”
Recruiter: Ashton Lane Group, Inc
Type: Recruitment Agency
Website: http://www.ashtonlanegroup.com
Email: info@ashtonlanegroup.com
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