eFinancialCareers

• Company

  Comprehensive Recruiting

• Location

  Los Angeles, CA

• Compensation

  300k plus (Negotaible)

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  21 Nov 2009

• eFC Ref no

  581298

Our client is looking to hire an experienced Quantitative Risk Modeler within their risk management team.  The ideal candidate will a strong quantitative background with a connection to risk management or portfolio management.  Candidates with a combination of risk/portfolio management and modeling experience are ideal. The candidate will be responsible for creating or vetting valuation models for Emerging Markets and Sovereign products. They are looking specifically for candidates who have experience with as many of the following as possible: Modeling sovereign spreads and sovereign default risk, external currency bonds and local currency bonds, both sovereign and corporate. Contagion models; correlated sovereign spreads and defaults. F/X spot and forward modeling. Experience with all debt tiers lower 2, upper 2, and 1 Non-US markets such as pfandbrief. 

The successful candidate will have a Ph.D. or Master's degree in a quantitative discipline with at least 5-10 years experience as "desk quant," trader, trade analysis support, risk manager, portfolio analyst, or portfolio manager.  Experience with model development, testing, and implementation, preferably experience with SAS, Matlab, FinCad or other modeling/statistical software.  A detailed understanding of fixed income markets, trading and/or portfolio management processes, practical business applications and ability to articulate ideas and develop recommendations under uncertainty and regarding "grey areas", and ability to obtain data and information from disparate sources, link and analyze the information, perform data integrity checks, and conduct analysis. 

Relocation will be provided.  For more information or immediate consideration, please refer to Job#JCK2074 and submit resume in Word format to:  ian@comprehensiverecruiting.com