Chicago Johannesburg London Portland Princeton San Francisco Stamford Tokyo Toronto WashingtonJob: Head of Quantitative Analysis
Our client, SunTrust, one of the nation's largest commercial banks, seeks an experienced Head of Quantitative Analysis for their Market Risk Management group. The position is located in Atlanta, Georgia.
This individual will be responsible for developing the analytics used for measuring enterprise-wide market and counterparty credit risks as well as the economic capital attributable to those risks. In addition, this position will partner with other internal departments and vendors to develop valuation and other analytics.
Other duties will include: defining and developing risk measures for market/counterparty risks. Developing economic capital methodologies for market/counterparty risks. Developing valuation and other analytics. Determining appropriate risk measures for complex transactions. Recommending risk management strategies for complex transactions.
Ideal candidates will have a Ph.D. in a quantitative field, e.g. Finance, Economics, Mathematics, Physics; a CFA designation is beneficial and at least 5 years of experience in a management/senior quantitative or model development/validation function is required. Strong knowledge of financial theory, stochastic calculus, statistics. Strong programming background in Visual Basic, C++, and/or MatLab.
QuantRisk Recruiting
Stephanie Baglio
Managing Director
Direct: 434-973-8552
Fax: 434-973-0768
sbaglio@quantriskrecruiting.com
