Market Risk Quantitative Analyst (RMBS/CMBS) – Investment Bank – New York recruitment
Risk Management is responsible for producing and reporting daily VaR, Greeks, and P L for all Fixed Income risk exposures and evaluates and approves all new deals. The role also involves performing stress tests on existing portfolio holdings. Candidates must have 5 yrs working in a front or middle office risk management position with a major sell side financial firm and must have product knowledge across these financial instruments: RMBS, CMBS, CDO’s , ABS (Credit Cards, Auto’s, Housing), CDS, IR Swaps, and experience with Intex, Trepp, Yieldbook and Summit. Candidates must have at least a BS Read more […]
September 2, 2012
• Tags: Accounting & Finance careers in the USA, CMBS, Investment Bank, Market Risk Quantitative Analyst (RMBS, New York recruitment • Posted in: Financial • Comments Off on Market Risk Quantitative Analyst (RMBS/CMBS) – Investment Bank – New York recruitment