Financial Services Consulting, Associate Director (Risk Management & Models)

  • $110k - $130k + Benefits and Bonus
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • Maxfield Search
  • 22 May 18 2018-05-22

My client is a leading Global Financial Services Consulting firm looking for a highly technical and motivated Risk Management specialist to take a senior role in their Risk business. You will be interested in a business development position combining sales and relationship management skills with your technical experience covering pricing model development, testing and risk analytics.

Personal characteristics

  • Excellent communication, sales and networking skills
  • The ability to build rapport with the different types of individual across the industry and develop strong relationships based around mutual respect in order to achieve multiple objectives in a constructive manner
  • The commercial experience and analytical mindset to be able to make sound recommendations on market issues
  • Enthusiasm and adaptability.
  • Excellent written and interpersonal communication skills are critical. In particular, the ability to explain technical topics to a non-technical audience 
  • Ability to work in a team, adhere to tight deadlines, develop and maintain relationships.

Key Technical skills

  • PhD is in a numerate subject is highly desirable.
  • Masters degree in a quantitative discipline i.e. mathematics, financial mathematics or physics is a prerequisite
  • Specific knowledge and experience of pricing, testing and/or validating models - either pricing models or Market Risk models.
  • Experience in testing and validating Vendor Models such as Markit, APT, Blackrock, MSCI and Sungard
  • Understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks that are inherent from trading these products. 
  • Proven track record as a quantitative analyst in an equivalent role and environment.
  • Ability to develop models or independently implement models in a timely manner
  • Expertise in quantitative methods such as stochastic calculus, time series analysis, (FDM) Finite Difference Methods, PDE and similar financial math
  • Experience coding in C++, JAVA or any object-orientated language is essential eg Matlab, Python, R