Top tier investment banks seeks experienced candidate for Corporate Risk Group.  Responsibilities include calculating and reporting market risk capital, analyzing trends, back-testing VaR model and providing analysis.  In addition the candidate will work with periodic regulatory filings and answer to ad hoc requests from regulators.  The candidate will also develop methodologies for risk capital calculations such as jump/stress based add-ons and study implications and responses for regulatory policing issues.  Advanced degree from a top university in finance or other scientific area is required.  Must be proficient with quantitative methods and have some computer programming exposure.  Candidate should have at least 4 years of experience either in the industry or perhaps as a university faculty member. Excellent compensation.  NYC location. 

For consideration please forward your resume in MS WORD format to Ian@comprehensiverecruiting.com and reference MLG718.