Counterparty Credit Risk Analyst- New York

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A Major Investment Bank in New York is looking for a Counterparty Risk Analyst to join the firms Counterparty Risk team. You will work within a quantitative Counterparty Risk strategy team to develop analytics and numerical methods to support market risk functions in futures and fixed income markets. You will also help in client due diligence with hedge fund clients and capital allocation. You will apply your mathematical expertise to enhance and improve methodologies and extend to new applications. You will be responsible for setting trade limits and managing portfolio for the group. This is a project oriented role focused on client portfolios so experience in risk management from a hedge fund is important.

Requirements:

- Masters or PhD in Quantitative field (Math, Physics, Computer science, etc)
- 3+ yrs Quantitative Risk or Exposure Management experience in Hedge Fund (multi-strategy preferred)
- Product knowledge in due diligence on hedge funds
- Understanding of risk modeling techniques, VAR, Monte Carlo
- Strong research skills and intellectual curiosity

This is a unique opportunity to work on sales side in risk management and make an immediate impact on the business decisions being made. Please email your resume in Word doc format to Emily with Huxley Associates for immediate consideration.

Credit Risk, Counterparty Risk, Risk, quant, quantitative, modeler, modeler, modeling, modeling, validation, market risk, futures, fixed income, fx, hedge fund, buy side, derivatives, risk, monte carlo, var

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