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Senior Quant Specialist - Market Risk

  • Job type: Permanent
  • Location: United States - Dallas
  • Salary: 105,000.00 - 135,000.00 USD per Annum
  • Job reference: 86134
  • Sector: Risk Management
  • Date posted: 11/01/2017
Tier 1 Bank is looking for an individual with a very unique and diverse skill set join their Quantitative Risk group.  This group is growing massively and is expecting the candidate to shape the team from day 1.   This is an opportunity for a strong market risk candidate with excellent communication and written skills.

In this group you will be expected to take on major responsibility and show the ability to lead from the front.  The candidate in this role will be expected to construct, validate and maintain risk models to support the QRM team


Primary Responsibilities
  • Analyze back testing to identify the weaknesses in the VaR model
  • Work along other lines of business to ensure the findings are clear and precise.

Skills Required:
  • Hands on experience with monte carlo simulation
  • Expertise in VaR models & stress testing
  • Strong quantitative and analytical background
  • 3+ years in market risk or quantitative risk
  • Ability to work with large data sets
  • Strong programming and statistical skills(C++ and SQL)
  • Strong and concise oral and written skills
  • A Masters or Ph.D.
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