Risk Manager (Immediate Need)
Responsible for daily reporting of VaR, stressed risk, Greeks and P L of counterparty and house portfolios from a global perspective. They will also develop and enhance the quantitative approach and risk models to assess risk exposure at the position and portfolio level. 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.
Requires candidates to have 4-7 years years of experience working in a related function of a financial institution. Prefer candidates to have a Masters 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 Products (High Yield, Investment Grade, Leveraged Loans, CDO, CDS). 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.
There is an immediate need to fill this role. For more information or immediate consideration please refer to Job#TR1172 and submit resume in Word format to: Tom@Comprehensiverecruiting.com
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