DUTIES:  You will be responsible for: (1) Evaluating and modeling credit and interest rate risk and liability with regards to OTC trading; (2) Managing projects to develop tools  to monitor profit  and loss, determine value at risk, perform stress testing, and conduct portfolio analytics;  (3) Performing quantitative and qualitative analysis to assess market, credit and operational risk; (4) Developing quantitative approaches to statistical margin methodologies to appropriately collateralize exposures; (5) Maintaining and improving the daily operational and risk management processes; (6) Close interaction with the necessary organizational departments to implement systems enhancements supporting new margining techniques and expansion of business.

REQUIRED:

MUST have an MBA or MS in advanced mathematics, economics, or finance, or similar.

MUST have at least 3 years STRONG/CURRENT experience performing as a credit and interest rate QUANTITATIVE ANALYST as your core job responsibility in the OTC marketplace.

3 years of STRONG/CURRENT OTC experience is a MUST. 

MUST have STRONG/CURRENT experience with C++ and Matlab.

MUST have superb communication and interpersonal skills.

MUST be able/willing to live/work in Chicago or New York, and if not located there, be able to begin work within two-three weeks of a job offer.

MUST have experience leading and/or project managing initiatives and projects.

Pluses:  Futures and/or options trading industry experience.


Resumes without phone number, home address, email address, and first and last name will not be considered.

No PHONE CALLS please!  If you submit your credentials, someone will make contact with you within 24 hours.