Senior Market Risk Analyst - (US-NY-New York)

Senior Market Risk Analyst - (US-NY-New York)

Compensation: $100K - $110K / Year
Minimum Education: Bachelors
Job Type: Full Time
Jobcode: HGKJA1

Plus bonus 

Daily market risk reporting and limits monitoring. 
Ensure that risk captured for risk reporting is complete and accurate. 
Research and explain changes in VaR. 
Understand and explain greeks, risk measures, and sensitivities of trading positions and portfolios. 
Market data sourcing and analyses. 
Research and follow-up on queries regarding risk and VaR from Market Risk Management, Front Office, and senior management. 
MIS and ad hoc reporting. 
Project work on process automation and data capture. 
New product type analyses and on-boarding for risk capture, VaR calculation, and risk reporting. 


Skills / Qualifications: 

At least 3 to 5 years' work experience in Market Risk, Product Control, or trading/capital markets. 
Knowledge of fixed income products. 
Prior supervisory and/or management experience. 
Strong PC skills with MS Excel and Access. 
VB knowledge. 
Ability to create, modify, and trouble-shoot macros. Ability to create and manipulate pivot tables. 
Experience with data mining and MIS reporting. 
Knowledge of greeks, risk measures, sensitivities, and VaR. 
Knowledge of derivatives and financial products, including swaps, forwards, options, and etc. 
Systems knowledge in Bloomberg, Calypso, Murex, Reuters, and/or Summit. 
Good communications skills. 
Strong quantitative, analytical, and reasoning skills. 


Please quote your best rate and email a resume in Word that makes it obvious how you match the specification 

Email resume in Word to TheBigGameHunter@cisny.com. Please include the job code for the position with your resume. 

NO RELOCATION. NO VISA TRANSFERS. NO OVERSEAS RESUMES. NO 3RD PARTIES. 

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