Location: Jersey City,NJ, USA
Be the leading subject expert of risk model and methodology.
Master's degree in the quantitative area, economics or finance is required; Ph. D is preferred
Financial Services Quant Model Dev.
10 years of experience of market risk management including model development lifecycle and documentation or fundamental credit analysis, or both.
10 years of direct experience in at least one of the following areas: market risk analytics, counterparty credit risk analytics, or whole-sale credit risk models.
Risk analytics experience from relevant broker-dealer firms or international banks with meaningful capital market and whole-sale credit businesses.
In-depth product knowledge in one key asset classes: equity, credit, fixed-income, or commodities.
Hands-on programming (in SQL in particular and high level programming language such as R, Python, MATLAB) and model development experience serving risk management or capital market business.
Strong written and verbal communication skills and extensive experience working with regulatory authorities.