Description
- Knowledge of derivatives pricing, risk modeling and Value at Risk analysis
- Knowledge of various approaches to risk management, VAR analysis, factor models, scenario analysis.
- Experience with validating models and single name calculators.
- Knowledge/experience with counterparty risk knowledge and CDS.
- Masters degree in a quantitative field such as Physics, Math or Quantitative Finance
- Excellent communication skills and ability to work and communicate with traders/front office.
- Ability to work alone or as part of a team
- VBA, SQL, R and Python
If your background matches this job description and you are looking to take your career to the next level then email your resume with a description of what your current work enviornment has been. Qualified candidates can expect a call back within 48 hours.
To find out more about Huxley Associates please visit www.huxley.com