Market Risk Manager recruitment
This person will be responsible for establishing and maintaining appropriate risk limit framework; ensuring market risks are made transparent to senior management; performing stress testing and qualitative risk assessments. They will also develop and enhance the quantitative approach and risk models to assess risk exposure at the position and portfolio level. Requires candidates to have 5-8 years years of experience working in a related function of a financial institution. Prefer candidates to have a Masters or Ph.D in Mathematics, Computer Science, Finance, Statistics or Accounting but will consider BS with appropriate experience. CFA/FRM/PRM are a plus. Candidates must have experience covering Credit and Interest Rate products. Must have knowledge of pricing and risk measurement calculation (VaR, pricing models, sensitivity measures / greeks, distribution profiles, Monte Carlo simulation, etc.) Candidates should display strong technological acumen; advanced working knowledge of Excel/VBA and SQL and knowledge of mathematical/statistical systems such as Matlab, R, and SAS is a plus. Candidate must display strong verbal and written communication skills.For more information or immediate consideration, please refer to Job#TR1068 and submit resume in Word format to: ian@comprehensiverecruiting.com