Quantitative Modeler - Risk Quantitative Modeler - Risk …

Selby Jennings Investment Banking
in Manhattan, NY, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 26 Nov 21
Negotiable
Selby Jennings Investment Banking
in Manhattan, NY, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 26 Nov 21
Negotiable
Selby Jennings Investment Banking
A top American investment bank is looking to build-out their market risk modeling and implementation team focusing on mortgages, credit products, and commodities for their NY or Dallas offices.

A top American investment bank is looking to build-out their market risk modeling and implementation team focusing on mortgages, credit products, and commodities for their NY or Dallas offices.

This team is accountable for model development and implementation for risk models such as VaR models, exposure models, stress test models, and capital models. This team works extremely close with the front office, and is considered the top quant modeling team on the street.

They're looking to hire fresh Ph.D. candidates with strong coding skills in Python that are looking to enter the quantitative finance industry.

Responsibilities:

  • End-to-end development of risk models
  • Developing analytics across mortgage, credit trading, and commodities products
  • Working close with the front office, senior stakeholders, and traders

Qualifications:

  • Strong programming skills in Python
  • Statistical, financial, and mathematical modeling background
  • Technical, quantitative, and analytical skills
  • Ph.D degree or Ph.D candidacy
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