Job Description

Reference # : 17-06734Title : Quantitative Risk Strategist
Location : New York, NY
Experience Level : Start Date : 07/17/2017
Description

Quantitative Risk Strategist

Be a part of creating the right solutions. Eclaro is looking for a Quantitative Risk Strategist for our client in New York, NY.
Eclaro’s client is one of the world's largest financial institutions, committed to providing the tools and services that bridge the gap between customers and their goals. If you’re up to the challenge, then take a chance at this rewarding opportunity!

The Quantitative Risk Strategist will support the day to day needs of the FVA, CVA, KVA, and IA desks. This includes the implementation of python based modules to produce explanations of risk, and pnl for different measures that the desks hedge. The desks hedge using both front office and exposure based analytics. They will hedge IR, Credit, FX, and equities risk.

RESPONSIBILITIES:
  • Candidate needs to support the build out of the CPM Target State infrastructure by CPM Tech, a replacement of the current risk platforms used by the desks. This involves the implementation of code for analytics, market data, and risk interfaces. It involves the creation of batches to run and validate those risks as well.
  • Candidate needs to contribute to the build out of the CPM Strat Platform. This involves the implementation of various apis to support tactical creation of risk and pnl reports in python
Interested in applying? Contact Heather Degen at Hdegen@eclaro.com now.

Equal Opportunity Employer: Eclaro values diversity and does not discriminate based on Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.

Application Instructions

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