Management of Complex Model Review and Risk Management within a Market Risk Team of a European Investment Bank. 

Responsibilities:

• Provide quantitative support for the Structured Credit, CDO, CDO^2 and ABS Hybrid Trading.
• Validation of  front office models, including writing independent models from first principles
• Enhance Risk Management Methodologies in conjunction with Front Office Quants, Trading Desk, and Credit Risk Management.
• Contribute to the development of a strategic risk reporting framework 

Requirements:

• MS in a quantitative/finance discipline.  PhD Preferred 
• Must have extensive knowledge of modeling correlation products within a top tier firm
• Prior managerial experience
• Gravitas to interact with Front Office Senior Management
• Excellent computer skills with strong Visual basic & Excel. Database queries experience preferred.

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit http://www.ashtonlanegroup.com/

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