Position Title:

Credit Quantitative Risk Modeling Manager

Location:

San Francisco, CA

Position Summary:

Credit Quantitative Risk Modeling Manager. Remote work permitted. Develop quantitative models for capturing counterparty risk (specifically futures and options); Test model functionalities, sensitivities, and robustness; Deploy/integrate the models into the firm's risk system; Write model technical documentation; Research/learn modeling methodologies applicable to cryptocurrencies.

Required Qualifications:

Master's degree in Mathematics, Statistics, Financial Engineering, or a related quantitative field, plus 8 years of professional experience in a quantitative risk model development or quantitative research function within an Investment Bank, Asset Management, or Commercial Bank.

How to Apply:

Apply at www.jobpostingtoday.com Ref # 26136.