Subject: Senior Risk Analyst Positions / FX and Fixed Income - NYC Global brokerage firm currently seeks two Senior Risk Analysts, one covering Fixed Income, one covering Foreign Exchange, to join the Market Risk Team in their NY office. Responsibilities for both roles: Daily reporting of VaR, stressed risk, Greeks, and P&L of counterparty and house portfolios from a global perspective. Develop/enhance the quantitative approach and risk models to assess risk exposure at the position and portfolio level Independently confirm prices, valuations, and models Review platforms, systems, and limits Limit Monitoring: VaR, position, and stop loss Handling limit exceptions Approve new price curves and pricing models Work with internal and external programmers on development of internal / external risk applications Requirements for both roles: Bachelors; Masters preferred (quantitative in nature) Quantitative skills that include Derivatives pricing, VaR methodologies, market data analysis, and Greeks ------------ --------- --------- --------- --------- ------- Title: Senior Risk Analyst (Fixed Income) Location: NY Compensation: Commensurate with experience Summary/Responsibil ities: The person in this role will be responsible for analyzing/monitorin g the risk for their Fixed Income area, including counterparty and market risk. Products include Government securities, MBS, ABS, Corp Bonds, CDS, Sec Lending (Custodial, DVP, Repo). Understanding of FICC / MBSCC margining methodologies Requirements: A minimum of 5 years related experience in fixed income front or middle office or risk management ------------ --------- --------- --------- Title: Senior Risk Analyst (Foreign Exchange) Location: NY Compensation: Commensurate with experience Summary/Responsibil ities: The person in this role will be responsible for analyzing and monitoring the risk for the Foreign Exchange area including counterparty and market risk. Products include FX forwards, spot, cash, futures, options (American, European, Binary, Barriers, etc). Daily reporting of NOP and liquidation costs Closely monitoring deliverable currencies Capturing any house account that carries a balance (back office + GL) Requirements: A minimum of 5 years related experience in FX front or middle office or risk management Technical skills: VBA, PERL, Fincad, Matlab, MBRM, SQL Knowledge of CLS, EBS, Currenex, HotSpot If you are interested in this opening, please email me an up-to-date copy of your resume as a .DOC file. Thank you, David Pieper | Recruiter | BCI (312) 460-8111 x113 Sept 15th Dinner Mtg - Recruiter Night Out - Bill Belknap Moderator - Vedant Pathak APN Consulting - Joe McCormick Clark Davis - Janelle Razzino Razzino Associates - Ginny Brinkerhoff Perry Systems Sept 22nd - Tues - Reg Mtg 6 pm - Carnevale Center 10 Lenox Ave Pompton Lakes 07442 Rm 009 - bring 20 copies of resume Oct 27th Dinner Mtg - Eli Amdur - The Job Mkt Is Ready to Rebound. Are You? |
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