Buyside Credit Products Market Risk Associate

  • Competitive Base & Bonus
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • Ashton Lane Group
  • 11 oct. 17 2017-10-11

Support the credit portfolio management team of a prestigious fund.

Responsibilities:

  • Analyze and understand P&L, gaining insights into risk drivers through in-depth knowledge of markets, instruments, positions, and trading strategies across converts, performing credit and distressed credit
  • Write insightful P&L commentaries for management and participate in development of a framework to assess risk parameters under various market conditions
  • Ensure stress-tests are adequate as market and trading strategies change, monitor risk concentrations, and on-boarding of new products
  • Perform ad hoc analysis and respond to queries from portfolio management, compliance, legal, and other internal teams
  • Proactively manage risk analysis including changes in VaR, tail exposure, and performance

Requirements:

  • 3-5 years’ experience within derivatives trade support, model validation/pricing or risk management
  • Strong technical knowledge of derivatives pricing, risk explain, and trading strategies, specifically covering credit products (convertible bonds, credit indices, credit derivatives, bank debt, corporate bonds)
  • Proficiency in programming in Python, Perl, Excel/VBA, C++ and/or Matlab.
  • Knowledge of risk methodologies, spreadsheet creation, stress testing and the ability to work independently are critical
  • Ability to work under pressure of time and market, meet deadlines and collaborate with other departments is essential.
  • Bachelors / Masters degree in Financial Engineering, Mathematics, Physics, Engineering, etc. within a top tier institution with excellent performance

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

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