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Director, Quantitative Risk

Job Title: Director, Quantitative Risk
Contract Type: Permanent
Location: New York
Industry:
Salary: Negotiable
Reference: BBBH14430_1487705192
Contact Name: Mike La Rosa
Contact Email: mike.larosa@twentyrecruitment.com
Job Published: February 21, 2017 19:26

Job Description

Our client, a global financial services firm, is seeking a director level quantitative and liquidity risk manager to join their team in New York.

The Director will play a key role in strategic initiatives relating to CCP, cross-currency swaps and new currencies. They will also be responsible daily risk analysis across FX products including stress testing, what if scenarios and sensitivity analysis

Successful candidates will have 7+ years of quantitative experience in a risk management or trading function with a strong understanding of FX products. Candidates must have knowledge of linear programming with CPLEX being a huge plus.

For more details on this opportunity, please contact Mike La Rosa on +1 646 766 1211,