| Job ID: | Job-0606 | | Job Title: | Sr. Associate, Market Risk | | location: | New York CIty | | Jobtype: | Permanent | | Description: | candidates must have:
· a bachelor's degree and approximately 2 years of related work experience; or a graduate degree and approximately 1-2 years of related work experience
· a degree in computer science, engineering, accounting, finance or a related field; MBA, PhD or MS degree preferred
· a minimum of 1+ years of experience working at a financial services company or comparable experience working as an advisor to a financial services company but has to be in quantitative capacity and utilizing quant development skills
· strong written and verbal communication, presentation, client service and technical writing skills, coupled with a strong interest in further developing and integrating operations with technology skills · ability and comfort level researching client inquiries and emerging issues, including regulations, industry practices, and new technologies · a willingness to travel to meet client needs; estimated at 70-80% Experience in two or more of the following areas:
· Deep knowledge of a range of financial instruments, cash flows, positions, types of risk exposure
· For Market Risk Systems: Leading knowledge of two or more platforms such as Algorithmics, RiskMetrics, Razor, Kamakura, Quic, Sungard, QRM
· VaR models, PFE Models, CVA Models – Development/Configuration
· Pricing/Valuations – Cash Flow, NPV, Other Valuation approaches – Custom Coding/Vendor Modules (i.e., Murex or ALM engines)
· Economic Capital Models for MR/Counterparty Risk
· Regulatory Capital Models for MR/Counterparty Risk
· Performance Attribution & Risk Factor Analysis
· Reconciliation with Financial Accounting numbers
· Regulatory experience Project experiences in two or more of the following:
· Front Office, Middle Office, Back Office, Accounting
· Valuation and Pricing
· Finance transformation and accelerated close 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. To receive a complimentary subscription to my job search ezine, No B.S. Job Search Advice, go to www.JeffAltman.com to subscribe. Receive tweets from Twitter with job search tips and job listings – TheBigGameHuntr | |
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