This person will measure, monitor and report the account and in-house risks (Greeks, VaR, Stress, IMRs, Positions) associated with the trade activities and positions. They work closely with the Market Risk Manger in defining and mapping new instruments, accounts, products and portfolios in the various risk systems. The candidate will participate in the weekly Credit/Risk/Margin meetings, and be responsible for establishing relationships with business managers, account reps, and business personal to alert the business of risk and limit issues.
The ideal candidate will have 2-3 years experience in Market Risk with Fixed Income Products. Prefer candidates to have BS in Finance, Accounting or Quantitative Discipline. Masters is preferred but not a requirement. This person must express strong written and oral communications skills along with strong analytical ability.
For more information or immediate consideration please Refer to Job#TR566 and submit resume in Word format to: ian@comprehensiverecruiting.com
Tom Reichwein
Comprehensive Recruiting
TR566