SSRS SQL Portfolio Risk Developer-Hedge Fund – Los Angeles recruitment
Duties include: integration of internal market data and risk systems, creating customized risk management analytics, and monitoring position profit/loss reconciliation. The Candidate should have a quantitative/computer science Bachelors degree 1-3 yrs of experience working with Fixed Income products and related derivatives,[Structured Credit, Loans, Emerging Markets, CLO's, CDO's, Credit Derivatives]. Candidates must have development experience working with SQL Server Reporting Services, MS.NET, Visual Studio. Knowledge of Sentry PM would be a plus.
Keywords: CLO, SSRS, SQL, Sentry PM, Database Developer, Risk Analyst
Refer to Job#19434-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.