Requirements include an advanced degree in finance, mathematics, statistics, engineering, physics or other quantitative discipline. Candidates must have outstanding quantitative, analytical and problem solving skills. 3-5 years of experience in a trading environment (especially risk/derivative-related) of the overall experience at least 2 years in risk management. Must have an in depth understanding of financial engineering concepts including financial risk management (VaR, portfolio hedging), options pricing theory, and securities valuation methodologies. Strong SQL, VBA, Excel skills are critical.
For more information or immediate consideration please refer to Job#JCK658 and submit resume in Word format to: ian@comprehensiverecruiting.com
Jason Kerkman
Comprehensive Recruiting
JCK658