KnowledgeTalentTM International www.knowledgetalent.com info@knowledgetalent.com New York: 212-631-5875 Tampa: 813-283-2568   HQ office. Hong Kong: chinapartners@knowledgetalent.com Main offices in Tampa  New York   Hong Kong     Partner offices in  Miami    Los Angeles  Boston  San Francisco  Shanghai  Singapore  London  Dubai "Real Knowledge   Real Professionals"

VP Quant Market Risk job New York $250K  to $350K VP Position Major US Investment Bank This position requires the candidate to support the market risk research and methodology group for this major US Investment Bank and is based in New York. The group is responsible for researching and maintaining the firm’s risk measures such as VaR and stress tests, as well as other models required for market risk management or regulatory purposes. The ideal candidate will have significant experience in market risk management or quantitative modeling (for instance in Research or structured credit roles), with a particular focus on empirical applications. The candidate should hold or expect to receive a PhD in a quantitative field or have equivalent practical experience. Typical tasks may include: • Development of econometric or PCA factor models of corporate credit spreads, equities or other markets • Use of GARCH and other time series techniques to estimate time-varying volatility • Analysis of large data sets and queries of large databases • Development of scenarios and stress tests • Some supervision of junior employees A thorough understanding of financial markets and good communication skills are essential, while exposure to the evolving market risk regulatory environment would be an advantage. ALL RESUMES ARE ABSOLUTLEY  CONFIDENTIAL. NONE SEND TO  THE BANK WITHOUT YOUR PERMISSION. SEND RESUMES IN AN MS WORD FILE TO ceo@knowledgetalent.com or call Roger Carter in NY at 212-631-5875