Market Risk Middle Office Analyst recruitment

Daily production of Risk Measures (VaR, S-VaR, IRC, CRM) reports:Data QualityMissing Data – Instrument identifiers, ratings, PVs, notionals, etc – Monitoring completeness and accuracy of information used by Monju Reconciliation processesResolve trade booking issuesTrading account mapping, hierarchy and reconciliation with FinanceStress testingDay to day support: review of results, supporting analyst reviewTesting new stress testsPerform detailed analysis as requiredInterface into Finance and reg capital reportingDaily production and distribution of MI from Monju, including but not limited to:Signoff Read more […]

July 2, 2010 • Tags: , , • Posted in: Financial • Comments Off on Market Risk Middle Office Analyst recruitment