Quantitative Risk Analyst C++
RiskSpan is a leading source of analytics, modeling, data and risk management solutions for the Consumer and Institutional Finance industries. We solve business problems for clients such as banks, mortgage-backed and asset-backed securities issuers, equity and fixed-income portfolio managers, servicers, and regulators that require our expertise in the market risk, credit risk, operational risk and information technology domains. We are searching for a Risk Analyst to join our team in Stamford, CT. This can be a remote position.
You must have
- Must have strong technical skills in C++, Unix/Linux.
- Must have BS or MS in Math or Engineering or Computer Science
- Must have experience working in financial services.
- Ideal candidate will have some experience working on the trading floor or strategy experience at either a sell side or buy side firm.
- Working knowledge of Capital Markets is preferred.
- Working knowledge of Structured products or credit or derivatives is preferred.
RiskSpan is proud to be an Equal Opportunity/Affirmative Action employer committed to hiring a diverse workforce and sustaining an inclusive culture. Qualified candidates must be legally authorized to be employed in the United States on an unrestricted basis.