Quantitative Risk Manager

I am working with a fast-growing insurance, reinsurance and investment management firm with offices in Manhattan and CT. They have a strong book of business as they manage $140 billion in assets under management and they're growing significantly right now after a recent investment from a top global investment firm.

Now they're looking to expand their Risk Division as the firm grows, right now, the firm is looking to hire a Quantitative Risk Manager and a Market Risk Manager. Considering the growth of the three main business lines, they want to build out a strong layer of leadership in Risk as they take the business forward

Responsibilities

• Maintain existing quantitative models for equities (including stochastic volatility) and interest rates
• Develop quantitative models for assessing interest rate and credit risk
• Build tools to help senior leaders more efficiently and effectively quantify market and credit risks and communicate results to the Board and relevant risk committees
• Assist in the setting of hedge targets and risk appetite limits based on quantitative risk models
• Collaborate with the Hedge Trading Desk to explore risk return profiles and trading analytics

Requirements

• Dig deeply into quantitative models
• Understand python/SQL/VBA
• Make recommendation for potential modeling changes
• Have an understanding of stochastic risk modeling methodology for equities, volatility, interest rates, and credit