COUNTERPARTY RISK QUANT/ NEW YORK, New York City, NY
COUNTERPARTY RISK QUANT/ NEW YORK
Company:
Comprehensive Recruiting
Location:
New York City, NY
Compensation:
$ OPEN
Position Type:
Permanent
Employment type:
Full time
Updated:
21 Nov 2009
eFC Ref no:
582867
TIER 1 INVESTMENT BANK SEEKS EXPERIENCED RISK MANAGMENT QUANT FOR COUNTERPARTY RISK MODELING ROLE.
Tier 1 Investment Bank in NYC seeks an outstanding Counterparty Risk Quant Analyst to join the front office team. The successful candidate will have a PhD degree and possess 2-5 years of experience in Risk Management. The Counterparty Risk team interacts with the Technology group, Traders, and the front office to develop and implement the risk and pricing models. Any potential candidate will be required to have strong programming and coding skills as well as Risk Management experience. Our client has expressed a strong desire to fill this role by fiscal year end. For consideration, please submit your resume in Microsoft Word format to ian@comprehensiverecruiting.com.