Operational Risk Quantitative Assoc.

  • Company

    Comprehensive Recruiting

  • Location

    New York City, NY

  • Compensation

    Excellent compensation

  • Position Type

    Employee

  • Employment type

    Full time

  • Updated

    06 Jul 2008

  • eFC Ref no

    415953
Top tier global investment bank seeks Quantitative Risk Associate for Operational Risk Management and Analytics group.
Top tier global investment bank seeks Quantitative Risk Associate for Operational Risk Management and Analytics group. Ideal candidate will have an advanced degree in a hard science and have strong statistics background and knowledge of econometrics. The candidate should have a detailed understanding of model design, development and validation concepts. Prior experience in operational risk management, credit risk management or market risk management a plus. Programming in C++, mathematica, MatLab or equivalent languages is required. Candidate should have 1-3 years of experience in finance and solid knowledge of Basel II Capital Accord. Responsibilities include but are not limited to maintaining and improving current operational risk capital model, building alternative models, developing operational risk capital reports and interfacing with members of various regulatory review teams. Excellent communication skills required. NYC Location.

For consideration please submit resume in MS WORD format to Ian@comprehensiverecruiting.com and reference MLG659.

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