Our client is looking to add a Head of Risk Measures and Analytics to their team in NYC that will be responsible for implementing and managing a global Enterprise Risk Management System (VaR, Greeks, Liquidity Risk, Economic Capital) for the counterparty and market risks.   This person will develop and enhance the quantitative approach and risk models to assess risk exposure at the position and portfolio level.  The candidate will also be responsible for the verification of valuation and mathematical models, statistical parameters, data and related algorithms.  Prefer candidates to have at least 7-10 years of related experience and a Masters Degree in Finance or quantitative discipline (statistics, math, physics or engineering). This person must have diverse product knowledge across multiple asset classes that include Futures and Options, Foreign Exchange, Equities, OTC Commodities, MBS, ABS, Corporate Bonds, CDS, Sec Lending, and Repos.  The successful candidate will display strong quantitative skills (derivative pricing, VaR methodologies, market data analysis, Greeks) along with strong programming skills (VBA, SQL, C++, Perl).  Candidate must display strong verbal and written communication skills.  Previous experience leading a team is also a must. For consideration, please submit your resume in MS Word format to ian@comprehensiveverecruiting.com and refer to JO# TR846.