6 months ago
We are partnered with a top investment bank located in Manhattan in search of a Quantitative Analyst. This position will sit within the market risk quant team and will be very similar to a front-office role. This is an exciting opportunity as you will have exposure to all asset classes.
- Work with various products, risk managers, and traders
- Develop and maintain models such as VaR, IRC, CRM, and FRTB
- Work with the implementation of models, and documentation
- Focus on supporting the securitized products business
- Ph.D. or advanced degree in a quantitative field
- Python, R, or C++
- Good communication skills
- Basic pricing models knowledge
- 3+ years of experience
- Ability to conceptually explain models, why decisions were made, what the framework is for etc.