Market Risk Quantitative Analyst (RMBS/CMBS) – Investment Bank – New York recruitment
Risk Management is responsible for producing and reporting daily VaR, Greeks, and P L for all Fixed Income risk exposures and evaluates and approves all new deals. The role also involves performing stress tests on existing portfolio holdings. Candidates must have 5 yrs working in a front or middle office risk management position with a major sell side financial firm and must have product knowledge across these financial instruments: RMBS, CMBS, CDO's , ABS (Credit Cards, Auto's, Housing), CDS, IR Swaps, and experience with Intex, Trepp, Yieldbook and Summit. Candidates must have at least a BS in Accounting/Finance/Stats and have some knowledge of stochastic calculus. Strong Excel spreadsheet and VBA programming skills are a requirement.
Keywords: RMBS, Market Risk, Risk Reporting, Swaps, Summit, Intex, ABS, CMBS
Refer to Job#19395-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim as your contact recruiter.