Head of Quant Risk New York

Leading Global Investment Bank's New York Quantitative Risk/Model Validation team seek new Head Quantitative analyst to manage team of Quants. Position will involve full responsibility for all model validation and quantitative risk issues across all business areas within the bank. In particular you will manage the team covering Credit Derivatives, Interest Rate Derivatives, FX, Equities and Mortgage business's. Specific tasks will include model validation of all front office models, analysing structured trades from credit exposure and credit aggregation standpoint as well as working on Market risk methodologies. Work directly with front office traders, Quant teams, credit officers and market/credit risk business areas. Suitable candidates will have PHD in Maths, Physics or Financial Mathematics, 5 years quantitative experience at a leading institution with deep exposure to one or more derivative asset classes. Must have strong C++/ Java skills and excellent communication ability key. Please send a Word CV to Tina Kaul at