Responsibilities will include: daily review of trading desk positions; P&L/Risk Reporting; price verification; monitoring of global limits; Risk Sensitivity and VaR Analyses. Candidates should have a quantitative degree and 4+ yrs of risk analysis experience working with both cash and synthetic CDO, CDS as well as other correlation trading indexes. Only candidates with strong knowledge of VaR and Credit products should apply. The firm offers a very attractive compensation and benefits package. Please contact Craig Termotto@ 203 905 5274