Market Risk Officer recruitment
This person will assist the risk and portfolio management staff in assessing portfolio risk exposures taken within the Corporate Credit desks, understanding benchmark characteristics and determining trade allocation parameters. Other responsibilities will include Modeling (creation and maintenance) of securities and benchmarks as needed to support the firms risk management / data integrity reporting processes; Perform quantitative analysis on portfolios and strategies as required by senior risk management staff; Interface across departments to resolve any issues pertaining to risk analytics.
Candidates should have 5+ years of experience working in a risk management, trading, or trading support positions. Prefer candidates to have a Masters or Ph.D in Mathematics, Computer Science, Finance, Statistics or Accounting but will consider BS with appropriate experience. Candidates should have knowledge in covering one or more of the following products... corporate bonds, credit default swaps, preferred stock and corporate loans. 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#TR1082 and submit resume in Word format to: Ian@comprehensiverecruiting.com