We are partnering with a broker dealer who is looking to expand their market risk analytics team in New York City.
The Associate assist with the model development and enhancement of all market risk models which will include but not be limited to VaR, sVaR, IRC and RNIV. The Associate will also work with models of portfolio default that are used to support Economic Capital calculations.
Successful candidates will have 1+ years of related experience in market risk and/or quantitative analytics. Knowledge of fixed income is a must. Must be technically sound and have advanced Excel and VBA. Written and verbal communication skills are also key for this role as it will require working with several teams across the business in NY and London.
For a more detailed discussion please call Lauren Bowden on 646 766 1230.