Quantitative Analysis Manager - Risk Management

If you are seeking a Quantitative Analysis Manager - Risk Management position with a well established organization...read on!What you will be doing: * Develop best risk management governance practices, this includes defining, building, and implementing appropriate models and methodologies for valuing assets and transactions. * Develop risk models to measure portfolio risks using time-to-expiration Value-at-Risk methodologies * Validate key valuation models developed by all lines of business * Monitor trader's compliance with respect to risk policies and limits * Develop and manage company's risk management systems * Understanding complex portfolio composition & communicate key business risks to senior management * Manage the Quantitative Analysis function including supervising a staff of six employees * Coach and develop employees, hire and retain professionals with right distribution of skills * Provide key insights to decision makers and for shaping risk issues for senior management * Enhance the effectiveness of trading controls, and meet company's target control objectives * Achieve target performance rating for quantitative analysis function * Model the stochastic properties of commodities futures, forwards and spot prices * Develop estimation procedure of the model parameters & determine statistical significance of results * Implement & enhance Monte Carlo price simulation models & methodologies to balance requirements * Perform model back testing and portfolio stress-test analyses. * Assess and report on the effectiveness of hedging strategies.What you will need: * Masters degree in Financial Engineering, Mathematical and Computational Finance, Physics, Statistics, Mathematics or other quantitative discipline * Motivated by the opportunity to grow in a multi-disciplinary and multi-talented fast-pace environment * You are excited about the challenges of the cutting-edge commodities trading business * You rise to the complex tasks presented by constant deal flow * Tenacity to follow complex controls that ensure smooth deal execution & risk management * Ability to lead, manage workgroups, coach & develop others, think strategically * Excellent written and verbal communication and organizational skills * Ability to work as part of a team and independently with multiple projects under tight deadlines * Willingness to carry out 'hands on' as well as supervisory tasks * Knowledge of energy industry and products * Experience working with options pricing and risk modelsWhat's in it for You: * Great organization and team * Well established, secure company * Exceptional compensation * Excellent Benefits * Includes 401K, Tuition and much moreSo...if you have a Master's Degree and want to be part of an exciting Risk Management team with a great organization...we want to hear from you. Want to interview today? Click Here to Do a Quick 2-Minute Online Interview! Are you a fit for this position? Please Click Here to Apply! (your information will be kept strictly confidential!) Looking forward to receiving your resume through our website and going over the position with you. Clicking apply is the best way to apply, but you may also: Email your resume in Word to: Dave.Dubis@CyberCoders.com **Please do NOT change the email subject line in any way. You must keep the JobID: CC MonsterAp : DBD-QAMgrSF -- in the email subject line for your application to be considered.*** Dave Dubis - Executive Recruiter - CyberCoders Apply Now! logET();PauseFooter(false);