Market Risk Analyst -Bank Trading Room

  • Competitive
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • Analytic Recruiting Inc.
  • 13 nov. 17 2017-11-13

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.

Responsibilities:

  • 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).

 

Requirements:

  • 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 jeg@analyticrecruiting.com