Risk Management / Valuation recruitment
This person will be part of a faced paced Front Office team which performs all valuations Risk tasks within the organization.
Individual responsibilities of the Risk Analyst will include:
• Create customized portfolio risk reports and risk measures for financial derivatives (Exotic Options, IR structured products, CDS, Volatility products) in Front Arena trading system and APT factor modeling system.• Daily Valuation of client portfolios by maintaining market data, valuation models and risk measures.• Explain, review and validate custom risk measures to clients ( trader Greeks, performance attribution measures, factor analysis) • Participate in strategic projects including development of risk reporting framework, factor modeling integration and development of risk measures.
The ideal candidate will have 3-7 years of financial experience with some focus being in a valuation or risk role. Prefer candidates to have experience with experience in one or more of the following products: FX, IR, Credit, Commodities. Working knowledge of options, futures, IR swap, CDS, convertibles.
Immediate need. For more information or immediate consideration please refer to Job#JCK1084 and submit resume in Word format to: Jason@comprehensiverecruiting.com