A tier 1 Investment bank is looking for strong VP level candidate to be responsible for 4 Equity desks in New York. Exact desks function of skill set and team needs. Desks include volatility, cash, syndicate, portfolio trading, convertibles, cap structure, stat arb, risk arb, and equity long short.



Responsibilities:

· Trade and portfolio risk analysis.

· Stress and scenario analysis for portfolio and large trades

· Development of risk tools for automated risk analysis and better understanding of books

· Development, automation, and standardization of risk analysis and reporting tools. This includes working with Risk IT on testing of VaR and exposure reporting



Requirements:

· Masters degree in quantitative finance, engineering, computer science, math or physics. Alternatively, undergraduate in quantitative area or finance complemented with several years of experience

· Knowledge of derivative pricing or good knowledge of individual equity businesses from trading or risk perspective

· Extensive experience in capital markets as risk manager, derivatives trader in any asset class, or desk quant with intimate knowledge of desk (eg. Quant for structured vol)


Please send your CV in a word doc format to risk@selbyjennings.com

http://www.selbyjennnings.com

To apply: Contact: jobs@selbyjennings.com or 0207 019 4100

Selby Jennings is the foremost provider of recruitment solutions to global financial institutions across Europe, the US, Asia and the Middle East.

We work with a diverse range of clients, including investment banks, hedge funds and fund of funds, asset management, M&A, corporate finance and private equity financial consultancies and trading houses.

Covering both contingency and retained recruitment services, we offer our clients an industry leading marketing driven operation, as well as a search and selection service to ensure we access the best and most relevant pool of candidates for every assignment.

Please call a member of the team on 0207 019 4100 to find out more.