Global financial firm is looking to hire a candidate to join their Valuation and Risk Group. Looking for someone who has experience performing valuation on plain Vanilla liquid products, FX, Rates, and Credit.
This person will be part of a fast paced Front Office team which performs all valuations & Risk tasks within the organization.
Individual responsibilities of the Risk Analyst will include:
• Create customized portfolio risk reports and risk measures for financial derivatives (Exotic Options, IR structured products, CDS, Volatility products) in Front Arena trading system and APT factor modeling system.• Daily Valuation of client portfolios by maintaining market data, valuation models and risk measures.• Explain, review and validate custom risk measures to clients ( trader Greeks, performance attribution measures, factor analysis) • Participate in strategic projects including development of risk reporting framework, factor modeling integration and development of risk Immediate need.
The ideal candidate will have between 3-10 years of financial experience with at least a few years experience in a position with a focus on valuation. Prefer candidates to have experience with various liquid products, FX, Rates, Credit, and plain Vanilla products.
For more information or immediate consideration please refer to Job#JCK1084 and submit resume in Word format to: Jason@comprehensiverecruiting.com
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