*Title: Quantitative Risk Analyst*

Location: New York, NY

Duration: 8+ Months

Interview: Face-To-Face




   - *Need pure quantitative background, ability to create models and
   analytics*
   - *The entire resume should read pure banking background*

*Primary Responsibilities:*


   - 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
   implementation.
   - 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
   products.

*QUALIFICATIONS:*


   -   Advanced degree (M.S. or PhD) in a quantitative discipline, e.g.,
   economic, mathematics, or finance with a quantitative undergraduate
   background.
   - 3 to 5 years work experience in counterparty risk modelling team.

*Skills desired:*


   - 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
   required.

Apply now to #work / #Job for The Big #Financial #Client as #Quantitative
#Risk #Analyst at #New #York, #NY #NYC
http://www.dice.com/jobs/detail/-/90546122/673239?rno=1913250850

*Thanks & Regards*

*Deepak Kumar | Lead Recruiter*

*Direct: 845-523-4543*

*Email: kdee...@svsintegration.com <kdee...@svsintegration.com>*

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