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,