Market Risk Modeling Analyst

Market Risk- Modeling- Model Development- MBS- C++- Matlab- New York City I am currently recruiting a Market Risk Modeling Analyst for a global financial institution located inNew York City. This is an amazing opportunity to join a growing Market Risk team making significant advancements on a global business practice. This individual will responsible for designing, testing, and maintaining market risk and counter-party risk models used for front office support, regulatory and economic capital calculations, with focus on Capital Markets securities. You will provide model design and testing for intensive theoretical work followed by implementation of conceptual models using internal state of the art software platforms. In addition you will be accountable for maintaining the team's model validation and review of each model through various benchmarking tests and back tests to confirm their reliability. Requirements: - Advanced Degree in Quantitative Field: Physics, Mathematics, Statistic, Engineering etc. - 5-7 years experience in model development function - Structured finance quantitative experience preferably MBS (RMBS, CMBS) - Experience in numerical analysis and computational methods - Quantitative programming skills C++, Matlab, VBA etc. - Excellent analytical skills, and communication skills (both verbal and written) - Ability to effectively prioritize and execute tasks - Proactive independent and self-managing - Team player - Detail-oriented and precise - Results-driven Market Risk- Modeling- Model Development- MBS- C++- Matlab- New York City

To find out more about Huxley Associates please visit www.huxley.com [1]

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[1] http://www.huxley.com