VaR Modeling Lead - Emerging Markets Quant Research
$183k - $220kNCSL International
NCSL International is seeking a quantitative expert to develop and enhance market risk models focusing on Value at Risk (VaR) metrics. The position requires a minimum of six years' experience in market risk quantitative research, specifically in Emerging Markets. The individual will be responsible for performance testing of VaR models, as well as supporting advanced quantitative methods that meet regulatory standards. Competitive compensation ranges from $183,000 to $220,000 annually. #J-18808-Ljbffr
Vacancy posted 3 days ago
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