A large, diversified financial firm is seeking to augment its Quantitative Research group with a quantitative analyst at the Associate or Vice President level. The analyst will work on teams that evaluate and manage the risk presented by clearing trades with Central Counterparties (CCPs). This work will involve the intensive examination of the CCPs' risk measurement methodologies in light of the markets in which they operate. The analyst will be expected to give feedback to to senior management and the CCPs themselves. This work will cover a wide variety of markets (fixed income, equity, credit, foreign exchange, etc...). As the regulators are requiring clearing of many types of trades through CCPs, this is a area and job with significant growth potential.
Advanced degree (ABD/PhD) in a quantitative discipline.
Excellent communication skills, particularly the ability to communicate quantitative concepts to but non-quantitative colleagues.
Knowledge of market risk measurement of methodologies (VAR, etc..) applicable to a wide variety of financial markets and instruments
Understanding and a sincere interest in market microstructure.
Programming experience in SAS, R, Matlab, Python or other scripting language.
Compensation is flexible; it will be based on the candidate's experience.
Please submit your cv via e-mail to firstname.lastname@example.org.
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