Market Risk Analyst -Bank Trading Room
- New York, NY, États-Unis
- CDI, Plein-temps
- Analytic Recruiting Inc.
- 17 oct. 17 2017-10-17
A NY based financial firm is looking for a Market Risk Analyst for its Liquidity Risk, Repo, FX and Interest Rates Derivatives trading businesses. The role will report to the MD for Risk Management in NY.
- Part of team that looks at the following: VaR, Stress, Limits, Positions and other controls
- Define trading limits and set limits for all trading desks
- Part of management team that oversees all pricing, valuation, risk management and risk modeling
- The role will cover the following businesses: Interest Rate Swaps, FX and FX Options, Structured Products, Credits (CDS, Emerging Market Bonds, Corporate Bonds).
- 3-5 Years of hands on Market Risk Management of Interest Rate and/or FX derivatives with a major financial firm
- Deep understanding of interest rate and FX derivatives structures including pricing models
- Deep understanding of VaR and experience using quantitative pricing models
- BS in a Quantitative Field, Math, Economics, Statistics
- Experience working with Market Risk reports and analytics
- Nice to have- experience using Sophis, Summit and Murex
Keywords: Market Risk, Manager, Interest Rate Derivatives, Range Accruals, Swaps, Swaptions, VaR, Emerging Market FX Derivatives
Please refer to Job #22422 - and send MS Word attached resume to firstname.lastname@example.org