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Financial Services Consulting, Associate Director (Risk Management & Models)
May 17, 2018
New York, New York
Excellent communication, sales and networking skills
The ability to build rapport with the different types of individual across the industry and develop strong relationships based around mutual respect in order to achieve multiple objectives in a constructive manner
The commercial experience and analytical mindset to be able to make sound recommendations on market issues
Enthusiasm and adaptability.
Excellent written and interpersonal communication skills are critical. In particular, the ability to explain technical topics to a non-technical audience
Ability to work in a team, adhere to tight deadlines, develop and maintain relationships.
Key Technical skills
PhD is in a numerate subject is highly desirable.
Masters degree in a quantitative discipline i.e. mathematics, financial mathematics or physics is a prerequisite
Specific knowledge and experience of pricing, testing and/or validating models - either pricing models or Market Risk models.
Experience in testing and validating Vendor Models such as Markit, APT, Blackrock, MSCI and Sungard
Understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks that are inherent from trading these products.
Proven track record as a quantitative analyst in an equivalent role and environment.
Ability to develop models or independently implement models in a timely manner
Expertise in quantitative methods such as stochastic calculus, time series analysis, (FDM) Finite Difference Methods, PDE and similar financial math
Experience coding in C++, JAVA or any object-orientated language is essential eg Matlab, Python, R