| From: Cory Kaufman [mailto:ckaufman@ostny.com] Sent: Wednesday, November 03, 2010 5:36 PM To: jcsspike@yahoo.com Subject: Update Hey John, How are you? I wanted to touch base with you and see how things are going? I have this role that I wanted to run by you. To work with members of Treasury, Risk Management, Finance and Technology to establish risk reporting requirements, develop and deliver technology solutions that provide reliable analysis and reporting from a sustainable infrastructure. The individual will be responsible for the technical business analysis and functional design of data management solutions that will support reporting and analytics for interest rate and non linear exposures, AL management, related cash flow projections, and market risk for treasury products This will include daily, weekly and or monthly reporting of interest rate exposure, liquidity profiles, and other Market Risk factors such as factor sensitivities, DV01, duration, convexity, VAR and MTM. The position will entail developing a expertise in various front and middle office risk reporting of linear and non-linear exposures, familiarity with systems such as QRM, Summit, and Yield Book would be helpful. The candidate will work with the individual Treasurers and Risk Managers to review current and forecasted business and market assumptions and model these assumptions in order to assist in the development of Liquidity, interest rate exposures, along with other factor sensitivities, VaR and Funding Plans. 8-10 years of relevant finance, risk management/analytics, reporting experience Treasury knowledge is NEEDED. ------------------ Cory Kaufman Associate Open Systems Technologies <mailto:ckaufman@ostny.com> ckaufman@ostny.com (O) 212-273-1966 (C) 516-768-9129 <http://www.linkedin.com MIS Ntwk Assoc Mtg Dates: Nov 9thd Reg Mtg - 6 pm - Berman Larson Kane Offices, Paramus - DO NOT use GPS for directions - Bring 15 copies of your resume Nov 23rd - No Mtg - Thanksgiving |
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