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VP–Director Level Modelling Expert, Cross Asset desk manager, Toronto, Canada, Base Salary – CAD $150,000 – CAD $175,000
A leading global investment bank has released this role as a priority hire before the end of Q4.
The team is a currently developing and enhancing it's front office quantitative modeling teams following excellent PnL performance across the first three quarters of this year and require a senior figure to spearhead this growth. The position will work closely with the front office teams in the development of strategies and procedures in the measurement of all models developed by the quantitative risk teams at the bank. The modeling specialist will have consistent interaction with senior management and play an active role in new product development and implementation. This role will require a pro-active and commercial manager who can bring value to the revenue generating teams for this group to help build the portfolio and trading book to sustain the success of 2011.
This role will have the following responsibilities:
-Quantitative Analytics for a leading investment bank,
-Implementing methodology for monte carlo risk management system,
-Stress testing, Scenario Analysis, VaR modeling exposure,
-Assessing the efficiency of current and new risk systems,;
-Communicate and convey complicated methodologies to both senior quantitative risk analysts
The successful candidates are likely to have following background and skill set:
-Experienced within quantitative risk or a leading risk team,
-Ideally an excellent quantitative or risk PhD/MSc from a top school in a very quant focused thesis i.e: Applied Mathematics, Physics, Statistics & Probability, Computer Science, Risk etc,
-A strong interest in quantitative risk analytics,
-Strong understanding of VaR within a quantitative discipline,
-Strong VBA and Excel skills,;
-Management experience preferable but not essential
This role is an excellent opportunity for career development into a business focused role due to the exposure to front office groups and board level management.
Also due to the exposure across all asset classes a move into a head of quantitative risk modelling within the bank would be a achievable career path.
Please send all applications by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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