An international hedge fund is looking for a mid level Quantitative Risk Manager with experience with CMBS-Commercial mortgage backed securities. This quantitative risk manager will be supporting on of 15 desk, building new models, maintain old models and creating more efficient trading strategies. This position will also be responsible for working with clients, teaching them how to operate models and implementing their request into new models. To be considered a candidate for this position one must have:

-At least 3-4 years in the finance industry working with CMBS-Commercial Mortgage Backed Securities

-A masters degree in a finance related discipline

-Strong quantitative skills and ability to program in C++ or SAS

-Strong personality and client facing ability

Plusses

-Programming skills: S+ and MatLab

-A background with CDO's or single name bonds

If interested, please just click below. On the next page, you'll have the opportunity to apply just by sending us a copy of your resume. We're looking forward to hearing from you!