This position is in the Market Risk Modeling group, part of the Market Risk Management Department and is based in New York. The ideal candidate will have a PhD in a quantitative field such as finance, financial engineering or econometrics, and will have several years of experience in risk management or quantitative modeling.  A thorough understanding of financial markets and good communication skills are essential.  Exposure to the evolving market risk regulatory environment would be an advantage.  Responsibilities will include econometric and quantitative research, VaR, stress testing and other risk measurement modeling, and the supervision of junior employees. 

$400-$500K  DOE.  Must be based and eligible to work in the U.S.

To apply:

Email MS Word attached resume in confidence to: resumeDF@hrg.net

Reference DF105-PHD,  Market Risk Quant on subject line.

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