Wednesday, August 10, 2011

Market Risk Consultants - (US-NC-Charlotte)


Market Risk Consultants - (US-NC-Charlotte)

Minimum Education:
Doctorate
Job Type:
Contract
Jobcode:
W3486916

5+ years of trading, structuring, and/or front office market risk management experience, with focus on RMBS and other asset backed securities.

Graduate degree in hard science, engineering or other fields demanding heavy analytical/quantitative/programming skills, finance, and math. The person should have a strong, broad knowledge of agency and non- agency RMBS and related derivative products and strategies, and in depth knowledge of other asset backed securities.

Hands-on experience in structured cash flow modeling and quantitative financial analysis as well as in trading desk risk management is essential. Must be a highly organized, disciplined, detail-orientated, self-motivated and reliable team player; with effective communication and interpersonal skills, and be able to make a complex and highly technical idea or issue simple to senior management via verbal and visual communications. Superior knowledge and experience leading risk management practices for trading and portfolio management businesses (defining, identifying, evaluating, measuring, managing and reporting market risk exposures).

Strong knowledge of applicable regulatory guidelines and experience with new trading product development.

Preferred Skills: Strong math/analytic background with quantitative/programming skills. Ph.D..

10+ years of trading and/or front office market risk management experience.

Experience in RMBS pricing and/or risk model construction, validation and back-testing. Hands-on skills and knowledge of related technology platforms such as Blackrock and Intex. Experience in VBA, C, or C++ coding or math/stat packages such as MatLab and SAS. Series 7, CFA and FRM. In depth and practical knowledge of structured, credit, interest rate, and equity securities as well as the related trading strategies and markets.

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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