*Title: Quantitative Risk Analyst*
Location: New York, NY
Duration: 8+ Months
- *Need pure quantitative background, ability to create models and
- *The entire resume should read pure banking background*
- Perform quantitative analysis and modelling on counterparty credit
risk per requirements of internal risk management and regulatory compliance
including Basel II and Basel III.
- Interpret the applicable regulation rules and design implementation
plans specific to the firms status quo. Perform user acceptance testing.
- Perform quantitative model testing, validation, and enhancement, as
well as stress and back testing for the counterparty credit risk exposure
measurement models, including Monte Carlo simulation, pricing and valuation
models, margining, netting and aggregation models.
- Perform business analysis on the firm’s existing system, data, model
and processes within the context of risk management and regulatory
- Evaluate counterparty exposure of proposed derivative trades that are
too complex to be covered by the firm’s exposure models in production.
- Work closely with credit officers and with traders as the deal is
structured. Develop prototype models to calculate exposure of new or exotic
- Advanced degree (M.S. or PhD) in a quantitative discipline, e.g.,
economic, mathematics, or finance with a quantitative undergraduate
- 3 to 5 years work experience in counterparty risk modelling team.
- Good communication skills and articulation abilities of both verbal
and written are desired.
- Statistical skills (e.g., probability theory, time series analysis)
and facility with statistical packages would be desirable but are not
Apply now to #work / #Job for The Big #Financial #Client as #Quantitative
#Risk #Analyst at #New #York, #NY #NYC
*Thanks & Regards*
*Deepak Kumar | Lead Recruiter*
*Email: kdee...@svsintegration.com <kdee...@svsintegration.com>*
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