Quant Risk Analyst - Credit
Selby Jennings
- New York City, NY
- $150,000-200,000 per year
- Permanent
- Full-time
- 2-5 years of quantitative risk/research experience
- Master's or PhD in a quantitative discipline
- Product knowledge: HY/IG Credit, CDS/CDX, Global Equities, Equity Derivatives, Rates Derivatives
- Experience developing risk and pricing models as well as desk tools and dashboards for PMs
- Proficiency in Python and SQL