RISK ANALYST – DERIVATIVE TRADE ANALYSIS GROUP – $100K
Leading Global Finance and Banking firm with a broad product portfolio seeks a Market Risk Analyst to work on the trading floor in a fast paced environment. The person will have direct contact with front office (traders and marketers) receive training on the job and be responsible for Daily valuation of the derivatives portfolio, accurate reporting of Greeks and P&L to traders and senior management, conduct risk analysis and monitoring of trading activity on a daily basis, analyze credit simulation results and simulate exotic transactions to determine expected and potential exposures. The preferred candidate will work with and analyze VAR calculation models and stress testing processes have exposure to new derivatives pricing methodologies in the market such as CSA/OIS discounting, FVA.
This position requires a minimum of 1-3 years’ experience in a market risk or similar position in the financial industry and a Bachelor’s or Master’s degree in Quantitative Finance/Computation, Finance/Math Finance or closely related field. VBA programming, Excel, and good analytical skills are required .