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Market Risk Model Developer

  • Job type: Permanent
  • Location: New York
  • Salary: $150000 - $210000 per annum
  • Job reference: MRMD1234
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 26/01/2018
Tier 1 bank is looking to add on multiple team project leads to their quantitative risk team. 

The ideal candidate should have a strong quantitative background as well as superior communication skills as you will face off against regulators.  The team's focus is on the development, implementation, and methodology of quantitative risk models.  This will involve developing VaR, IRC and CRM models for the trading book

Key Requirements
  • Excellent Quantitative academic qualifications (PhD preferred)
  • 5+ yrs experience within a related function (Risk modelling, Quantitative Analytics)
  • Advanced knowledge of statistical modeling
  • Strong VaR, IRC/CRM modeling experience
  • Good understanding of market risk methodology
  • Excellent programming skills (Python)
  • Strong Communication skills
If you are interested in learning more about this role please apply in with an updated resume in word format.
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