Quantitative Business Analyst

Our client located in Jersey City NJ is currently seeking a Quantitative Business Analyst to join their team for a 1 Year contract position. - 5-8 Years of Quantitative Business Analyst experience
- Partner with Desk and PB Quants to normalize and validate sensitivities for PB and Non-PB positions. Build reconciliation tools, and prototypes to compare different approaches, engage dev teams and business analysts to ensure data quality.
- Knowledge of Excel, VBA, SQL and databases
- Strong understanding of equity products (fixed income, rates and credit a plus)
- Very good understanding of risk measures such as Greeks, Stress and VaR
- Excellent quantitative and analytical skills
- Prior Quantitative and Risk experience required
- Understanding of BASEL II Capital requirement required (IMM preferred) If you or anyone that you know may be interested in this position please reference job ID # 12-05265 and contact me direct at the information below: Deborah MarglDIVERSANT LLC
732-759-6052dmargl@diversant.comwww.diversant.com
View more jobs in New Jersey
Country: USA, State: New Jersey, City: Jersey, Company: DIVERSANT, LLC..