Accessibility Links

Exotic Derivative Quant Analyst

  • Job type: Permanent
  • Location: United States - New York
  • Salary: 130,000.00 - 185,000.00 USD per Annum
  • Job reference: 86130
  • Sector: Quantitative Finance
  • Date posted: 11/01/2017

My Client, a Tier 1 investment bank is looking to hire multiple senior level model developers with experience in VaR and pricing models.  This is the bank’s top performing quantitative analytics team.  This group’s performances exceeded expectations in 2015 and led to huge growth plans for the group this year.   This group is headed up by one of the most well-respected managers in the risk modeling space.

This role will work on VaR and cross asset models and is primarily responsible for assessing and helping mitigate the risk across all business lines.  Therefore the ideal candidate will come from a top tier bank with hands on model development experience for VaR models as this group works with the some of the bank’s most complex models.

Skills Required:

Ph.D in a quantitative discipline
5+ years experience in risk modeling
Expert with VaR and pricing models
Knowledge of derivative modeling
Strong communication skills
Programming skills
Experience with securitized or structured products

Similar jobs
Investment Banking Analyst/Associate- MI
  • Job type: Permanent
  • Location: Detroit
  • Salary: £100000 - £150000 per annum
  • Description My Client in Detroit is looking for an IB Analyst or Associate to join their Corporate Finance team focusing on M&A transactions.  My client is...
Investment Banking Associate - Chicago
  • Job type: Permanent
  • Location: Chicago
  • Salary: £150000 - £200000 per annum
  • Description My Client, a top reputable firm, is looking for an experienced associate to join their team. Located in the heart of Chicago, they are looking...
Senior Actuarial Analyst - Life & Annuities
  • Job type: Permanent
  • Location: Philadelphia
  • Salary: $125000 - $150000 per annum
  • Description ...
Equity Model Validation Manager
  • Job type: Permanent
  • Location: New York
  • Salary: $150000 - $200000 per annum
  • Description My client, a Global Investment bank is looking to expand their model risk group focused on equity derivatives and pricing models in the US.  The...
Vice President - Industrials M&A (Elite Boutique)
  • Job type: Permanent
  • Location: New York
  • Salary: $200000 - $275000 per annum
  • Description My client, a global elite boutique investment bank in New York City (NYC) is currently seeking a Vice President (VP) level investment banking professional. My  ...