Market Risk Capital (Regulatory and Economic)-Value at Risk (VaR) recruitment
International Insurance Company is seeking an Assistant Director to support Market Risk Capital (Regulatory and Economic)-Value at Risk (VaR), possessing at least 5 years working experience in capital markets with a focus on market risk management. Focus on leading the tactical enhancement of the existing Value at Risk (VaR) model to meet more immediate short-term objectives. Longer-term, this will require taking a more strategic view in modeling and enhancements and it is expected that the incumbent will also lead this effort. Candidate must possess a graduates degree in finance, operations research, mathematics, physics, engineering or related discipline. This individual must have strong experience in developing and implementing methodology related to portfolio risk management, and hands-on experience using a derivatives risk management system. This position entails leading the tactical enhancement of the existing VaR methodology to meet immediate objectives, in addition to quantifying risks not currently captured in the VaR Methodology. Candidate must have good interpersonal and communication skills, including the ability to translate technical complex issues for others. Proficiency in Excel, VBA and SQL is a must. Skill in a programming language is a definite plus. Please contact Barry Franklin for more details regarding this position.
Please refer to JO# BJF6002; Barry Franklin;
Integrated Management Resources, Inc.; Telephone: (480) 460-4422;
Email: barry@integratedmgmt.com
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