Global Financial firm is looking to hire an experienced Quantitative Risk Modeler within their fixed income risk management team. The ideal candidate will a strong quantitative background with experience in risk management or portfolio management.  The ideal candidate will a strong quantitative background with a connection to risk management or portfolio management.  Candidates with a combination of risk/portfolio management and modeling experience are ideal.  Candidates should have extensive practical experience with various High Yield instruments including as many as possible of the following:  default modeling; cash bonds and CDS curves; modeling bond covenant effects on volatility; modeling correlated defaults.

The successful candidate will have an advanced degree in a quantitative discipline with at least 5-10 years experience as "desk quant," trader, trade analysis support, risk manager, portfolio analyst, or portfolio manager.  Experience with model development, testing, and implementation, preferably experience with SAS, Matlab, FinCad or other modeling/statistical software.  A detailed understanding of fixed income markets, trading and/or portfolio management processes, practical business applications and ability to articulate ideas and develop recommendations under uncertainty and regarding "grey areas", and ability to obtain data and information from disparate sources, link and analyze the information, perform data integrity checks, and conduct analysis.

For more information or immediate consideration, please refer to Job#JCK2075 and submit resume in Word format to:  ian@comprehensiverecruiting.com