| Job Title: | Quantitative Market Risk Manager |
|---|---|
| Reference: | vxcfgft565y55ytytyh |
| Salary: | Highly Competitive |
| Location(s): | Non UK / Overseas |
| Industry(s): | Banking |
| Advertiser: | Selby Jennings |
| Employment Type: | Permanent |
| Posted: | 29-07-2008 |
Description:
A top tier Investment bank is looking for a Quantitative Market Risk Manager on Credit Products. this is a front office market risk role where you will be based on the trading floor and work directly with traders and structurers in order to analyse their pre-trade Market Risk. You should have experience in risk management within another investment bank/Hedge Fund where you have had exposure to VaR analysis/Stress Testing/Back testing. Strong Credit products knowledge is essential. Strong IT skills (VBA/Excel) are highly advantageous.Please send your CV to: risk@selbyjennings.com
www.selbyjennings.com
Other jobs you may be interested in...
| Quantitative Market Risk Manager. | ||
|---|---|---|
| A leading multi strategy hedge fund is looking for a quantitative market risk manager to join their ... | ||
| Non UK / Overseas | Highly Competitive | View Job |
 |
||
