Senior Quant Risk Manager

Quantitative- Quant Risk- Matlab- VBA- SQL- Structured Products- Model-New York The Quantitative Risk Specialist will be responsible for the development and implementation of methods and strategies for Structure Credit Product models in the Enterprise Risk division of a global Insurance provider. You will be automating existing models and perform scenario generation across multiple asset classes within the structured products division. This professional will utilize their solid theoretical foundation of programming, documentation and communications skills in order to work in collaboration with team members of other business segments within theEnterpriserisk team. The duties of this team are not only to establish effect risk methods and strategies, but rather to focus and support risk limits to be taken where the most optimal reward will be achieved. This tenured risk professional will have a Ph.D. in Physics, statistics, engineering or related field coupled with 7-10 years experience in structured credits inside a quantitative risk function. Experience working in close collaboration with in a complex project oriented environment with the ability to efficiently and effectively conduct independent research, analyze problems, formulate and implement solutions to produce quality results in a timely manner. Hands-on experience working with structure credit products, related terminology, risk measurement methods, risk policies and documentation coupled with quantitative skills in Matlab, VBA, SQL, C/C++ are highly desired. Qualifications: * Ph.D. in statistics, electrical engineering, Physics, computer science * 7-10 years experience quantitative risk management function * 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 * Structured finance quantitative experience preferably MBS (RMBS, CMBS) * Experience in numerical analysis and computational methods * Quantitative programming skills Matlab- SQL- C/C++ * Data systems- Corelogics, Intex, TREP, KMV, PPR, Polypaths Quantitative- Quant Risk- Matlab- VBA- SQL- Structured Products- Model-New York

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