COUNTERPARTY RISK QUANT/ NEW YORK

  • Company

    Comprehensive Recruiting

  • Location

    New York City, NY

  • Compensation

    $ OPEN

  • Position Type

    Permanent

  • Employment type

    Full time

  • Updated

    20 Nov 2009

  • eFC Ref no

    582867
TIER 1 INVESTMENT BANK SEEKS EXPERIENCED RISK MANAGMENT QUANT FOR COUNTERPARTY RISK MODELING ROLE.

Tier 1 Investment Bank in NYC seeks an outstanding Counterparty Risk Quant Analyst to join the front office team.  The successful candidate will have a PhD degree and possess 2-5 years of experience in Risk Management.  The Counterparty Risk team interacts with the Technology group, Traders, and the front office to develop and implement the risk and pricing models.  Any potential candidate will be required to have strong programming and coding skills as well as Risk Management experience.  Our client has expressed a strong desire to fill this role by fiscal year end.  For consideration, please submit your resume in Microsoft Word format to ian@comprehensiverecruiting.com.

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