*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>* -- You received this message because you are subscribed to the Google Groups "SAP Resource Center" group. To unsubscribe from this group and stop receiving emails from it, send an email to sap-resource-center+unsubscr...@googlegroups.com. To post to this group, send email to sap-resource-center@googlegroups.com. Visit this group at https://groups.google.com/group/sap-resource-center. For more options, visit https://groups.google.com/d/optout.
