Market Risk Senior Consultant

Employer
Parallel Consulting, EA Licence No: View Corporate Hierarchy
Location
New York, USA
Salary
130000
Posted
Nov 08, 2019
Closes
Dec 08, 2019
Ref
6645020
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Background:

A Global Firm in New York City is looking for a Market Risk Expert with a specific focus on complex financial instruments and derivatives. The role will be developing models from scratch with open source tools and projects will be very important for this company. This position will have a lot of commercial responsibility as well as applying a lot of financial and economic analytical techniques to its data.

Who will you be working for?

Recognised around the world, this major Financial Service business is hiring down to excellent growth in the team. They have projects straight away and a very well recognised team! They can provide full autonomy and free training in all technologies - that alone is worth having a conversation if you want to brush up on the latest Market Risk projects.

What skills do you need for the role?

• Proven experience within Market Risk (Interest Rate Modelling / Financial Derivatives)

• The ability to build pricing/valuation models related to derivatives.

• Project work in either foreign exchange, interest rate, credit, regulatory, commodity, treasury risks

• Professional experience developing Economic Capital Models.

• Experience in a structured products environment ideally for a hedge fund or investment bank.

• Strong proficiency in one of the following programming skills - Python, C++, R

• Strong education from a reputable school

What skills would be nice to have?
  • CFA qualified
  • Java, C#
  • Advanced Modelling skills (Machine Learning, Monte Carlo, SVM, Deep Learning)

How much is the position paying?

Competitive bonus and package

NYC123

This position is a challenging and varied role at a very exciting company. If this position sounds of interest then please contact John Bevan.

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