Quantitative Credit Risk - Managing Directors, Directors, Managers, Senior Associates

Job: Managing Directors, Directors, Managers, Senior Associates - Quantitative Credit RiskLocation: New York, New YorkJob No.: MNG050508ABCDQCRMIndustry: Financial Services ConsultingBase salary range: $ 100k/yr. - $ 250k/yr. A world-class consulting corporation located in New York, NY needs IMMEDIATELY, Managing Directors, Directors, Managers, Senior Associates - Quantitative Credit Risk Management. This Seasoned Quantitative Risk Manager's education and background will include the following: PhD or MS degree in a quantitative discipline, i.e., Finance, Mathematics, Accounting or Financial Engineering Minimum of ten (10) years for Managing Directors, Directors and five (5) years for Managers, Senior Associates, of closely related, hands-on experience with additional experience in a leadership role including experience in credit risk management models and model vetting Previous Tier 1 Consulting experience highly valued Specific experience should include most of the following: Expertise and developed subject matter knowledge in full documentation of models, including both the assumptions underlying the model and its mathematical expressions with ability for Risk Managers to implement the models to produce same prices and hedge ratios as the model, using the same inputs  Products associated with a variety of enterprise risk management and measurement solutions for all key financial risks including market (Foreign Exchange, Interest Rate, Credit, Equity, Commodities, Energy) liquidity, credit and insurance as well as for regulatory and operational risks Documentation capabilities should include the ability to create a mathematical statement of the model The hire of this individual is being considered a TOP PRIORITY! The industry-best compensation package includes top base salary, bonus, outstanding fringe benefits and more. IF YOUR BACKGROUND DOES NOT MEET ALL OF THE ABOVE REQUIREMENTS, PLEASE DO NOT CONTACT US! IF FULLY QUALIFIED, please respond to; Mitchell GroomsPhone: 503.482.5068 Email: mgrooms@mrportland.com  Please visit my webpage at: http://www.mrportland.com/recruiters_profile.php?id=55  Please visit our website at: http://www.mrportland.com Click here to apply online Keywords: VAR Basel II FINCAD QRM Algorithmics Kamakura Crystal Ball @Risk Bloomberg Risk Management Model Validation Quantitative System Development Credit Risk Quantitative Analytics Financial Instruments CDO CLO stochastic variables Levenberg-Marquardt Crank-Nicholson hedge ratio  MRINetwork is the largest and most successful search organization in the world. Each MRINetwork office is a single point of contact to over 1,100 offices in more than 37 countries, our candidates have access to the right jobs virtually anywhere in the world. LOCATION: New York, NY 10017 JOB CATEGORY: Accounting/Finance/Insurance TYPE: Full Time, Employee SALARY: 100,000.00 - 250,000.00 USD /year$ 10,000 to $ 50,000+ bonus based on merit JOB REFCODE: MNG121007AFQCRMMD