Head of VaR Methodology - Credit Head of VaR Methodology - Credit …

Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings QRF
An international investment bank, is looking to make an urgent hire for a Director, Head of Risk Quants covering Credit Trading in New York. This person will be leading a large team of market risk quants specialized in risk modelling for Credit Products and working very closely with their front office quants business.

An international investment bank, is looking to make an urgent hire for a Director, Head of Risk Quants covering Credit Trading in New York. This person will be leading a large team of market risk quants specialized in risk modelling for Credit Products and working very closely with their front office quants business.

For this search we are looking for the following:

  • At least 10 years of experience in a relevant position working in Credit Derivatives, either as a front office quant or risk model developer
  • Must have extensive specialized experience with Credit Products including credit covering, Bonds, CDS, Indices, Swaptions, Loans etc.
  • Hands on knowledge of the model implementation process
  • Leadership experience, preferably leading a team of at least 6-8 people
  • A strong quantitative and technical background
  • At least a Masters Degree in a quantitative discipline, preferably a PhD
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