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Risk Management Quantitative Analyst, New York City, NY Back>>

New York City NY Jobs, Quant Analyst, Risk Management, C/C++, Java, SQL, UNIX, Superderivatives, New York Recruiters, Information Technology Jobs, IT Jobs, New York Recruiting

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Risk Management Quantitative Analyst

New York City NY Jobs, Quant Analyst, Risk Management, C/C++, Java, SQL, UNIX, Superderivatives, New York Recruiters, Information Technology Jobs, IT Jobs, New York Recruiting

Will relocate the right candidate.  Will Sponsor Visa’s.  Will only consider candidates from top tier computer science universities and/or individuals with a stellar GPA.  Bachelor’s and/or Master’s degree from a top computer science program with a GPA of 3.5 or higher.  PhD preferred.  Top computer science program preferred (Carnegie Mellon University, Massachusetts Institute of Technology/MIT, Stanford University, University of California-Berkeley, Cornell University, University of Illinois-Urbana-Champaign, Princeton University, University of Washington, University of Texas-Austin, Georgia Institute of Technology, California Institute of Technology, University of Wisconsin-Madison, University of Michigan-Ann Arbor, etc.

Ready to hire!  Hiring several in this role.  Fantastic opportunity with a very successful company with cutting-edge technology and a staff consisting of many of the brightest quantitative talent in the world.

Responsibilities:

-Play key role in risk management team.
-Liaise with Portfolio Management, Trading, Modeling, and Operations departments to set risk management policies and procedures as well as to monitor, communicate and escalate any issues that might arise in market, credit and operational risk for the Firm and its product offerings.
-Develop quantitative/analytic models and reports to help monitor and manage risk on both a day-to-day and longer-term basis.
-Play a key role in the development and reporting of internal risk systems and, from time-to-time, be responsible for the analysis of third-party risk systems.
-Analyze firm workflows, operations and systems, and ensure that mitigating controls are set for material operational risks, either uncovered during analysis or as reported by firm personnel.

Qualifications:

-A strong academic record with, at a minimum, a bachelor’s degree from a top university in a quantitative or technical discipline.
-At least 8 years of experience in the industry, with at least 4 years in a quantitative role dedicated to risk management (preferably with process-driven or quantitative trading strategies).
-Thorough experience with, and understanding of, Value-at-Risk, sensitivity analysis, shock analysis and stress tests.
-Broad product expertise with a detailed understanding of derivatives and over-the-counter instruments and an understanding of product-specific risk measures, such as DV01 and delta and gamma exposure.
-A technical skill set, including familiarity with risk systems such as RiskMetrics, Imagine, Algorithmics or Superderivatives, is required.
-Solid quantitative and technical abilities, including some experience with Java, C, or C++.
-Familiarity with SQL and/or UNIX preferred.
-Strong communication skills and keen attention to detail.

Recruiting services by Next Step Systems - www.nextstepsystems.com

 



 

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