Junior Quantitative Risk Analyst

  • Financial Engineer for quantitative modeling and VAR
  • To support firm business needs in financial instrument valuation and risk methodology.
  • Potential candidate is required to have knowledge in financial securities across multi-asset classes as well as technical capability in transforming quantitative solutions into practical applications
  • Candidate experienced in fixed-income analytics , structured and complex securities analyses, and products involving multiple risk factors, i.e. rates, foreign exchanges, commodities, credits, etc. given priority
  • The position focuses not only on employing valuation and risk methods, but also on creating end-user tools compatible with firm’s existing risk system
  • The candidate needs to be technically proficient, in C++ programming
  • Have proven ability in modeling for trading desks or risk group.
  • 1-3 years of relevant working experience is desirable.
  • Must have an advanced degree in applied science or engineering field, Math, Physics or Statistics Independently productive and self-driven in a heightened work environment.

APPLY FOR POSITION

Email resume to: Deborah@escfinance.com
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