VP Quant Risk Analytics, Markets VP Quant Risk Analytics, Markets …

Selby Jennings QRF
à Manhattan, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 10 juil. 20
Negotiable
Selby Jennings QRF
à Manhattan, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 10 juil. 20
Negotiable
Selby Jennings QRF
Major global investment bank is hiring on the Quant Risk Analytics Markets team, a client facing group responsible providing bespoke quantitative solutions for corporate clients covering M&A and investment banking deals across the industry. The nature of the analytic and modeling work covers multiple asset classes including FX, Interest Rates, Fixed Income, and Commodities.

Major global investment bank is hiring on the Quant Risk Analytics Markets team, a client facing group responsible providing bespoke quantitative solutions for corporate clients covering M&A and investment banking deals across the industry. The nature of the analytic and modeling work covers multiple asset classes including FX, Interest Rates, Fixed Income, and Commodities.

The role will incorporate a mix of market research, risk modeling, and quantitative analytics in a client facing capacity for elite, boutique, and middle market investment banking deals. Some of the functionality includes Monte carlo simulations, derivatives pricing, modeling, and back testing, portfolio optimization under various frameworks, and natural language processing.

Client research will include analysis of event driven opportunities: deal contingent currency or interest rate risk in M&A deals, political and or policy risk, and so forth. The team will provide strategic hedging of company balance sheets, earnings, net investments, and cash flows while taking into account G10 and emerging markets macro risks. Treasury risk management and hedging will be components as well. The team will be an integral part of major investment bank deals and will interact heavily with investment bankers.

Responsibilities

  • Provide bespoke quantitative solutions and advanced analytics and structures for corporate clients covering M&A and investment banking deals
  • Research corporate filings and disclosures for hedging activities
  • Work with investment banking partners to provide risk analytics and actionable recommendations
  • Attend client calls and meetings to deliver recommendations

Requirements

  • 3 to 10 years experience within quantitative analytics and modeling with a quantitative education background in STEM designated field
  • Experience with Monte Carlo simulations, derivatives pricing, back testing, stress testing and portfolio optimization
  • Programming experience in one or more of the following: Python, C++, R, or Matlab, VBA
  • Solid knowledge of Macro markets and/or Interest Rate/FX derivatives
  • Excellent stakeholder management and communication skills, ideally in a client facing capacity across front or middle office
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