Market Risk Quantitative Research [Multiple Positions Available]
New Yorkonsite
Posted 3 days ago · via Oracle
About this role
Develop and enhance mathematical market risk models for Value at Risk (VaR) metrics for derivatives, fixed income, liquidity, FX options, and structured products for Emerging Markets.
What we'd score you on
reqspace match rubricFive dimensions, recruiter-grade. Upload your resume and we'll generate a written explanation of where you fit and where the gaps are.
1
Skills match
We compare your skills against the role requirements.
2
Level fit
We check your title trajectory against the seniority signal of the role.
3
Domain experience
Your work in the role's domain matters more than your years total. We weight recent and direct experience.
4
Recency
A skill you used last quarter weighs more than one from five years ago. We grade on recency, not lifetime.
5
Location fit
This role is based in New York. We weight your proximity and willingness to relocate.
Score yourself on this role.
Free · no card · written explanation included
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