Rockwood Search is seeking investment professionals for roles in quantitative analysis, credit risk, and capital markets. Positions are located in NYC and require a bachelor's degree or higher. Open roles include a Senior Quantitative Consumer Lending Credit Risk Analyst, Senior CVA Analyst/Engineer, Senior Consumer Credit Risk Analyst, Director of Securities Valuation/Pricing, and Quantitative Risk Analyst. Qualified candidates should submit their resume to Dan Ogden.

1. Quantitative/Credit/Analytical needs
Rockwood Search seeks multiple investment management, hedge fund and capital markets professionals for a
variety of roles within quantitative, risk and credit analysis.
Interested, qualified parties should email their resume to Dan Ogden, Managing Director, at
dan.ogden@rockwood-search.com. All inquiries will be treated as confidential.
All positions are in the NYC area, all require at a minimum a bachelor’s degree (see individual descriptions which
may require additional educational credentials) and the experience stated below.
Senior Quantitative Consumer Lending Credit Risk Analyst
Implementing and executing rigorous continuous monitoring models leveraging large data sets to identify systemic
vulnerabilities, assess industry best practices and identify emerging risks in the consumer lending arena.
Requires: 10+ years experience in financial services with broad consumer credit product experience in residential
mortgages, credit cards, auto, SBA etc.; must have strong retail credit risk analytics and modeling knowledge,
strong Basel II, advanced statistical analysis, predictive modeling and segmentation skills, excellent written and in-
person communication skills and experience with statistical packages (like SAS). HIGHLY prefer an advanced
degree in a quantitative discipline (Mathematics, Engineering, Operations Research, etc.)
Senior CVA Analyst/Engineer
Working with large IBs and institutions to implement end-to-end solutions in the CVA trading arena; significant
client contact with quants, risk managers and traders.
10+ years quantitative analytics with derivative products, strong CVA experience from a large IB, very strong
Monte Carlo modeling (ideally, American Monte Carlo), a genuine, hands-on working knowledge of the
mathematics of counterparty valuation adjustment trading and risk management. Master’s or PhD in a quantitative
discipline required, excellent communications skills a must – will deal directly with clients in person, over the phone
and in writing.
Senior Consumer Credit Risk Analyst
On site and off site monitoring of client consumer lending activities at large, complex financial institutions; creating
and communicating cross-client Consumer Lending Risk assessments leveraging perspective from multiple
institutional examinations/engagements, participation in stress testing exercises for consumer loan portfolios,
examination/assessment of entire consumer lending lifecycle for vulnerability assessment.
Requires: 10+ years experience in financial services with expert knowledge of the entire consumer lending lifecycle
(origination, closing, processing, post-close, selloff, servicing); strong knowledge of consumer credit risk
management principles/practices/modeling methodologies, strong database and/or statistical package
experience/knowledge. Advanced degree a plus but not required. Excellent communications skills essential.
Director, Securities Valuation/Pricing
From within Enterprise Risk Management, manage market, credit, liquidity, systemic and operational risk by
ensuring the accurate pricing of securities from the plainest vanilla to the most exotic; develop and implement
firmwide risk policies with the potential to influence all of Wall Street.
Requires: 10+ years of diverse product risk (market and operational) experience across equities, fixed income,
futures, options and derivatives across all underlying asset classes, considerable valuation experience with cash
and derivative instruments, demonstrated industry trade group visibility or leadership. Advanced degree preferred.
Quantitative Risk Analyst
Design, develop and test new risk management and analytical models across a very diverse set of products with
minimal supervision. Build, verify and maintain a library of risk models covering virtually every asset class;
implement pricing models across asset classes including developing rate models for fixed income products.
Requires: 3+ years of quantitative analytical experience supporting trading, risk management or valuation at an
investment bank, large broker/dealer or investment manager. Must have exposure to a wide variety of asset
classes including complex derivatives, strong risk management knowledge (VaR, multi-factor term structure,
interest rate, back/stress testing), the proven ability to operate autonomously with little to no input, strong
econometric modeling (time series, GARCH, stochastic volatility, forecasting, cross sectional modeling). Advanced
degree highly preferred, strong C++/VBA/SQL required.