Urgent Director Level Market Risk Job-New York City
Urgent Director Level Market Risk Job-New York City
My team is currently recruiting for a Director level Market Risk Analyst- specifically Fixed income risk (bonds, swaps, mortgages and structure products risk) with a good knowledge of information technology to work with one of our top banking clients in New York City. The hire will be in charge of maintaining, designing and producing new reports for Market Risk including sensitivity reports, stress reports, VaR reports and other reports required by the business on continuous or ad-hoc basis. She/he will be directly responsible with guiding Ally IT in the implementation of new requirements for the different systems needed in supporting all the Market and Counterparty Risks projects. Should be able to do risk analysis by herself/himself and explain the results. Should be able to design and develop new models for risk analysis as well.
Requirements
- Knowledge of Quantitative Finance and Market Risk, specifically fixed income and structured products. Understand VaR, Risk factors and sensitivities applied to a fixed income book.
- Should be able to develop and implement quantitative models using modern tools.
- Able to design and develop data models applied to Financial Risk Management including knowledge of SQL and databases.
- Able to interact with IT Groups and talk to them on technical terms.
- Should have excellent communication skills and be able to explain technical solutions to the business and vice versa.
- Deep knowledge of a variety of technical tool e.g. Excel, R/Matlab/SAS/Mathematica, Python, SQL, databases.
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