eFinancialCareers

• Location

  USA-CT-Stamford

• Compensation

  model validation commodities

• Position Type

  Employee

• Employment type

  Full time

• Updated

  19 Nov 2008

• eFC Ref no

  460724

Market Risk manager responsible for model validation of structured deals in the firm, and for review of any quantitative model development. Provide guidance on quantitative analysis and development issues Monitor model performance and model changes. Potentially develop alternate models and/or model stress tests.

Market Risk manager responsible for model validation of structured deals in the firm, and for review of any quantitative model development.

Provide guidance on quantitative analysis and development issues to other groups in the firm.

Monitor model performance and model changes.

Potentially develop alternate models and/or model stress tests.

Strong quantitative background required.

Programming experience in C/C++ required.

Knowledge of mathematical finance and derivatives pricing required.

PhD strongly preferred.