Global Financial firm based in New York City is looking for an experiened individual to join their Risk Modeling team.This person will be part of the group that provides extensive research that analyzes and calculates the financial risks of multiple asset classes. Individual responsibilities of this role will include conducting research and building econometric models for forecasting economic indicators for use in financial models. The ideal candidate will have a PhD in a quantitative discipline along with 3-5 years of financial experience. Candidates must have strong financial econometrics skills, experience working with Mathematical Modeling and Valuation, strong modeling skills and Monte Carlo Methods, experience with VaR and how it pertains to Risk Management. The role requires hands on time series modeling and programming skills (SQL, R, Matlab). Candidates must have strong quantitative and communication skills.
For more information or immediate consisderation, please refer to Job#QFC1111 and submit resume in Word format to: firstname.lastname@example.org