NYC Financial Institution – Fixed Income Derivatives Market Risk recruitment
You will combine your Market Risk experience and expertise in Fixed Income Derivatives to monitor the daily risk and identify and analyze trading PL sources. You will use your quantitative skills to validate new pricing models and make changes to existing ones. You will have the opportunity to develop new procedures and limit structures, while also developing, testing and documenting risk management models. You will use your strong communication skills to interface with the front office on day-to-day trades, as well liaise with the staff, finance and operations.
This is a unique opportunity to combine your Market Risk experience, Quantitative background and expertise in Fixed Income Derivatives and liaise with the Front Office.
Requirements:
-2 5 years experience in fixed income derivative market
-Masters degree in Quantitative field
-Strong Quantitative skills
-Strong communication skills
-Proficient in Excel, VBA
Please send your resume in Word doc format to Mairin with Huxley Associates for immediate consideration
Fixed Income, Derivatives, Market Risk, model validation, risk, risk management, quant, quantitative analyst, IR, FX, Equity, VaR, reporting