Responsibilities will focus on building and maintaining quantitative risk models, generating risk reports using SQL, evaluating risk/reward of trades and working on model validation. Applicants should have a minimum of three years experience with knowledge of basic financial math for pricing Options, Swaps and Futures [familiarity with Risk Management and VAR concepts a plus]. Strong programming skills in Excel/VBA/SQL is required, preferably with some experience in JAVA, C#, or C/C++.
If you are a suitable candidate, you can expect:
A follow-up call to further discuss the position, your interests and expertise. Your resume will be sent to our client(s) only after we obtain your approval.
Refer to Job# TV16643-EFC and email MS Word attached resume to Tim Valdner, tim@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Tim Valdner as your recruiter contact.