VP Global Margin Analyst recruitment
Global Margin Quantitative Analyst
Our client, a global banking institution, is seeking a Quantitative Global Margin Analyst. This team works with the global risk managers, quantitative developers, business analysts, and operations groups located in 5 global locations and will be primarily responsibility of this role is to validate, document, articulate and help execute risk based margin, especially for non cleared OTC derivatives. This team is responsible for extending and supporting all the current business and system flows and developing the unified strategic platform across all asset classes using consistent data and analytics.
The analyst will perform a hands role in validation and documentation of on-going pricing, sensitivities and margin models (inputs/outputs) for all classes of non-cleared OTC derivatives namely Credit, FX, Interest Rates, Commodity and Equity products. Work with risk managers, quantitative modelers and developers/ business analysts from various business and technology teams to ensure the quality, integrity and continuing improvement of the overall system and flows.
Requirements:
- Significant experience in pricing and validation of fixed income, equity, foreign exchange and commodity based derivatives, especially OTC derivatives; knowledge of capital markets and risk is prerequisite. Strong testing/QA/validation skills and experience.
- Knowledge of market risk (VaR methodologies and related metrics), Credit Risk and Counterparty Credit Risk,
- Good knowledge of MS Excel VBA for prototyping and validation for pricing models.
- Proven ability to organize and execute projects in a consistent, repeatable and reliable manner; Professionalism and ability to take initiative and leadership.
- General knowledge of IT operations and mastery of industry standard project management practices and an in-depth understanding of SDLC, especially Agile methodologies and IT/Application Lifecycle management.
- Ability to work independently and collaboratively with a geographically dispersed group of business analysts, business users, developers, project managers, development managers, as well as senior technical leaders in a fluid environment to deliver high quality applications on time, to specification and within budget.
Qualified candidates are invited to forward their resume in confidence to:
Gene Starr, E. D. Starr Company
40 Exchange Place, New York, NY 10005
E-Mail: gene.starr@edstarr.com
(212) 248-1692
E. D. Starr Company is a full service executive search firm specializing in recruitment for management consulting and financial services for positions in credit risk management / credit portfolio management, market risk management, operational risk management, regulatory / compliance, risk reporting, RAROC/RAPM/Basel II ( Risk Adjusted Return on Capital / Risk Adjusted Performance Measurement ), controls, treasury, capital markets, risk management technology and business process improvement / business process reengineering / enterprise wide risk management.