Global Investment Bank is looking to add a Risk Analyst to their Risk Methodology and Quantitative Analysis team.
Global Investment Bank is looking to add a Risk Analyst to their Risk Methodology and Quantitative Analysis team. This person will be part of this quantitative team in Risk Measurement and Management that deals with the methodology and quantitative issues relating to market and credit risk.
The successful candidate will work closely with Marketing and Credit Risk Management to quantify potential credit exposure on new transactions and existing client portfolios covering all products and markets. They will assist in the development of credit exposure calculation processes; specification of credit exposure methodology for new and existing products.
The ideal candidate will have 3-5 years of experience in a quantitative credit measurement, quantitative risk management, product control or similar roles with experience in Energy and Commodities. The candidate must have an excellent knowledge of Energy and Commodity products as well as various derivative instruments, both vanilla and complex, and their characteristics (use, pricing, risk). Must be able to quickly grasp, apply and explain detailed technical concepts; produce high quality of work while under pressure.
Prefer candidates to have an advanced degree; knowledge of use of EPE for Basel II calculations; familiar with VBA/C++; experience writing/validating derivative pricing models is a plus.
For more information or immediate consideration, please reference Job# TR486 and submit resume in Word format to: ian@comprehensiverecruiting.com
A
trade automation, connectivity and compliance solution, the SunGard
Transaction Network (STN) links institutions throughout the financial
services community to facilitate end-to-end transaction processing.
With
more than 4,500 client firms in 60 countries managing more than $12
trillion, Advent has established itself as a leading provider of
mission-critical applications for investment management operations of
all sizes and strategies.
QUMAS
is a global compliance software company offering a complete Enterprise
Governance, Risk and Compliance solution with over 250 customer
deployments.
Belzberg
Technologies has been at the forefront of the electronic trading
evolution from the very beginning, and continues to provide world-class
service, execution and technology to the securities industry.
