Senior Market Risk Analyst - (US-NY-New York) Compensation: $100K - $110K / Year Minimum Education: Bachelors Job Type: Full Time Jobcode: HGKJA1 Plus bonus Daily market risk reporting and limits monitoring. Ensure that risk captured for risk reporting is complete and accurate. Research and explain changes in VaR. Understand and explain greeks, risk measures, and sensitivities of trading positions and portfolios. Market data sourcing and analyses. Research and follow-up on queries regarding risk and VaR from Market Risk Management, Front Office, and senior management. MIS and ad hoc reporting. Project work on process automation and data capture. New product type analyses and on-boarding for risk capture, VaR calculation, and risk reporting. Skills / Qualifications: At least 3 to 5 years' work experience in Market Risk, Product Control, or trading/capital markets. Knowledge of fixed income products. Prior supervisory and/or management experience. Strong PC skills with MS Excel and Access. VB knowledge. Ability to create, modify, and trouble-shoot macros. Ability to create and manipulate pivot tables. Experience with data mining and MIS reporting. Knowledge of greeks, risk measures, sensitivities, and VaR. Knowledge of derivatives and financial products, including swaps, forwards, options, and etc. Systems knowledge in Bloomberg, Calypso, Murex, Reuters, and/or Summit. Good communications skills. Strong quantitative, analytical, and reasoning skills. Please quote your best rate and email a resume in Word that makes it obvious how you match the specification Email resume in Word to TheBigGameHunter@ NO RELOCATION. NO VISA TRANSFERS. NO OVERSEAS RESUMES. NO 3RD PARTIES. MIS Ntwk Assoc Mtg Dates: June 1 No mtg June 8th - Tues - Bring 20 copies of your resume - 6 pm - NEW LOCATION - BERMAN LARSON KANE (BLK) 12 Route 17 North, Suite 209 Paramus, New Jersey 07652 - Do not use GPS - go to BLK site for directions - 201.909.0906 - plan to have dinner with us afterwards June 29th - Recruiter Night Out Dinner mtg - Joe Gadino CSC Moderator - Diane Briggs KPMG - Joe Stefanelli Mitchell/Martin - John McKinley Morotta Controls |
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