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IT Risk Modeling Vice President - Perm
Ref No.: 19-00232
Location: New York City, New York
Key Responsibilities:

- Contribute to matters related to risk modeling on asset classes such as Equities, Fixed Income/Liquidity, Multi-Asset and Fund of Funds
- Assist in model testing and performance monitoring of vendor based risk and pricing analytics
- Balance strong, innovative research skills with the practical ability to implement workable solution to problems
- Be a team player with the ability to work effectively with colleagues to deliver state of the art analytics in a timely and efficient manner


Qualifications:

- 5-10 years of experience in the financial services industry in a quantitative field, preferably with experience in model development/review, risk modeling and portfolio optimization
- Publication in peer reviewed academic/practitioner journals is a plus
- Programming skills in statistical packages such as R, Python, SAS , Matlab and S+, Java, C# and database systems such as Sybase.
- Familiarity with vendor risk systems such as MSCI/Barra, Yield Book, Barclay's POINT, RiskMetrics, BlackRock and SunGard APT
- Bachelor Degree in a technical field such as Statistics, Econometrics, Computer Science, Operations Research, Engineering, or Mathematics
- Excellent communication and technical writing skills
- Driven, highly motivated and results focused