Stress Testing Quantitative
A Lead Stress Testing Quantitative Risk Modeler provides highly complex risk management and measurement services in the areas of credit risk, market risk, liquidity risk, operational risk and model risk. Develops highly complex models to quantify risk or price assets. Leads project teams comprised of Quantitative Risk Modeling staff and assigned personnel from other teams to deliver risk modeling and analytics solutions.
Bachelor's Degree in Finance, Economics, Statistics, Mathematics or other advanced quantitative field. Masters or Ph.D. preferred.
Minimum of six (6) years of relevant work experience in finance related field, including at least two (2) years of experience in a financial institution conducting complex quantitative modeling and validation.
KNOWLEDGE, SKILLS AND ABILITIES
Advanced knowledge of finance and capital markets.
Advanced knowledge of statistical or analytical modeling language such as SAS, Matlab, R, or S+.
In-depth understanding of multivariate statistics.
Dan Alzapiedi 914-595-5746