Major NYC Bank is looking for a Quantitative Analyst with strong statistical modeling skills to help design and develop a global front office Value-At-Risk model for the firm's Prime Brokerage Risk team. This team is responsible for developing, maintaining, and enhancing the firm's Global Cross Product Margining model. Applicants need to demonstrate expertise in statistics and Monte-Carlo simulation, have strong programming skills, (C/C++) and experience in integrating models into existing analytical libraries and trading systems. A PhD is strongly recommended with at least 2 yrs of Quantitative experience supporting an Equity, Credit, EM or Rates Trading Desk.