Prestigious Investment Bank is looking to add a Quant Analyst to their Mark Risk group.

On a daily basis this person will have a market risk oversight focus on the businesses of several hundred billion in size. The responsibilities include monitoring, reporting and analysis of market risk exposures incurred within CIB trading books and the portfolios consisted of assets including corporate credit products, ABS and CMBS, equities, FX, emerging markets, munis, treasury and interest products, as well as derivatives and structured products. This position is also responsible for establishing market risk guidelines in the business, developing and improving risk management systems and processes, and approving transactions above established limits. In addition to the risk reporting and control functions, this position works closely with traders and portfolio management and maintain the process and platform for risk budgeting portfolio construction and optimization, and recommending portfolio risk management and hedging strategies, and loss mitigation actions which both ensure compliance with risk tolerances and maximize economic value to the firm.

Requirments include a Master's (PhD is preferred) of hard science or engineering. Five or more years of trading, and/or quantitative strategy, and/or market risk management experience. 2-5 years specific experience with multi-assets or global macro or quantitative portfolio construction and management processes. Must be able to make a complex and highly technical idea or issue simple to senior management via verbal and visual communications.  Prefer candidates to have a knowledge of structured, FX, emerging markets, credit, interest rate, and equity securities as well as the related trading strategies and markets. Superior understanding of market risk management measures and anaytics. Excellent quantitative and analytic skills and hands-on experience in front office risk management. Experience with related technology platforms.

Experience in pricing and/or risk model construction, validation and back-testing. This person should have hands-on experience in VBA, C, or C++ coding and math/stat packages such as MatLab and SAS. 

For more information please reference Job#TR634 and submit resume in Word format to: ian@comprehensiverecruiting.com