Global Investment Bank seeks VP or Associate level Risk Modeler to support Market Risk Management in London. Requirements include MS or PhD in finance or related field, and 1+ years of work experience in the industry or as an academic in the field of Finance. Strong writing and verbal communication skills and a team player a must. Proficiency with quantitative programming required. 

Responsibilities will include the identification of all market risk factors and the development of risk models for the measurement and analysis of market risks. These include VaR, expected tail loss, stress test/scenario analysis, and factor models. Position entails working with Market Risk and IT on code writing and model testing.  Candidate will on a daily basis, interact with groups, requiring exceptional communication and teamwork skills.

To apply:

Please refer to JO# BJF4122;  Barry Franklin; 

Integrated Management Resources, Inc.;   Telephone: 480-460-4422;

Email: barry@integratedmgmt.com;  PLEASE ATTACH PAPERWORK IN WORD FORMAT.

Integrated Management has been in business for over sixteen years specializing in the recruitment of Derivative Product professionals working in the Financial Markets in New York, Chicago, London, Hong Kong, Singapore and Tokyo.

At Integrated we emphasize a highly disciplined approach to global recruiting, employing a value added strategy designed to expedite our clients needs. A professional staff with over 39 years combined experience executes this highly developed strategy. This experience combined with advanced systems technology and a state of the art operational infrastructure give Integrated the ability to provide immediate rewards to our clients.

Our clients are the top Investment Banks, Commercial Banks and Foreign Banks, as well as Buyside Investment Money Managers and Hedge Funds.