This top tier bank is seeking to add a risk quant to its Model Risk group. The group focuses on monitoring and evaluating quantitative methodologies used through the firm.
JOB DESCRIPTION
This top tier bank is seeking to add a risk quant to its Model Risk group. The group focuses on monitoring and evaluating quantitative methodologies used through the firm. The group reviews economic and regulatory capital models, analyzes model risks, and assesses risk for various lines of businesses
Locations: New York, NY
The role:
• Ability to deal cross asset with regards to risk management (market and credit side).
• Conduct or direct empirical studies, statistical and data analyses, as needed.
• Stay current with emerging requirements, both regulatory and others, and stay plugged into developments in models, systems, and processes.
• Liaise with other members in the front and middle office (modelers, technology, PM’s, operations)
• Use advanced financial knowledge and experience to enhance bank’s risk analytics and modeling with strong analytical abilities and risk methodology.
Requirements:
• An excellent quantitative or risk PhD/MSc from a top school.
- Equivalent degree in Economics, Math, Statistics, Physics, or Engineering.
• 3+ years of experience with portfolio risk models (major plus).
• 4-5+ years model building/design or validation experience in the capital space (economic capital/regulatory).
- Experience with Basel I/II/III
• Experience in empirical studies, data analytics, and statistics.
• Experience with Monte Carlo simulation and other numerical methods.
• Experience in dealing with business unit professionals/managers on risk/model related matters.
• Strong programming skills.
• Communication and problem solving skills must be stellar.
KEY WORDS:
credit risk, portfolio risk, market risk, regulatory, capital risk, basel I/II/III, risk analytics, statistics, modeling, risk methodology
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
APPLY | quant-jobs@g-q-r.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.806.9333
12100 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 6.00-21.00 PDT
LONDON | 020.3207.9090
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.
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