Quantitative Risk Middle Office

Chicago  ‐ Onsite
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Keywords

Description

  • Knowledge of derivatives pricing, risk modelling 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
  • Financial Engineering Degree preferred


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 environment has been. Qualified candidates can expect a call back within 48 hours.

To find out more about Huxley Associates please visit www.huxley.com
Start date
06/2013
From
Huxley Associates
Published at
29.05.2013
Project ID:
543005
Contract type
Permanent
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