Senior Quantiative Risk Analyst
A recognized Asset Manager in New York is looking for a Senior Risk Analyst with a background in Front Office Credit Risk to join their team. The Senior Analyst will mentor a small team, report into the CRO and work on the trading desk with Portfolio Managers and Traders to identify and quantify risk.
The Senior Analyst will need a strong background with Credit risk and credit products such as CDS, CSO and Corporate Bonds (Convexity pricing). Responsibilities will be broken into three main areas, calculating risk measures, portfolio risk management, backtest quantitative trading strategies and risk scenarios.
Key Requirements/ Skills
- Masters or PhD in Quantitative related field
- 4-7 years experience in Quantitative Risk
- Strong Credit knowledge
- Programming experience with Matlab, R, SQL
- Excellent communication skills
If interested in the role, please apply using the link. If you have questions, please reach out to Frazer Spackman at 617-248-9560 for a confidential conversation.
Sthree US is acting as an Employment Agency in relation to this vacancy.