Job Summary
- Company
- RBC Capital Markets
- Location
- New York, NY 10018
- Industries
- Financial Services
- Job Type
- Full Time
- Employee
- Years of Experience
- 2+ to 5 Years
- Education Level
- Master's Degree
- Job Reference Code
- 1000149650_030
Market Risk Manager, RBC Capital Markets NY, NY
About the Job
Finance Market Risk Manager, RBC Capital Markets, NY, NY Research and develop complex computational and modeling strategies and programming solutions related to support analysis and risk reporting on Agency MBS Securities and structured interest rate products, including implementing and supporting VaR and stress scenario analysis process. Education required: Master's degree in Engineering or a related quantitative field. Must have completed graduate level academic training in statistical inference, economic principles of computational finance, statistical arbitrage, stochastic processes and object oriented programming. Experience Req: 2 years in the job offered or two years working for a large financial institution implementing and integrating mortgage models into Polypaths, developing algorithms, pricing and risk engines related to structured products. Respond on-line to
Positon ID # 111363
https://careers.peopleclick.com/careerscp/client_rbc/external/search.do -
Positon ID # 111363
Company Tools
Contact Information
RBC Capital Markets
NEW YORK, NY 10006
