Sr. Market Risk Analyst, requires experience in Foreign Exchange (FX). Report VaR, stressed risk, calculation of Greeks, liquidation costs. Requires a Masters Degree or higher in a quantitative field.
Our client is looking to add a Senior Risk Analyst to their Market Risk team that will be responsible for analyzing and monitoring the risk for the firm's FX area, including counterparty and market risk. Other responsibilities will include daily reporting of VaR, stressed risk, Greeks, liquidation costs, and P&L of counterparty and house portfolios from a global perspective. This person will work closely with internal and external programmers on the development of internal/external risk applications. Candidates should have a minimum of 5 years of related experience in risk management along with a Masters degree in a quantitative field. Candidates must have knowledge of FX Forwards, spot, cash, futures, options (American, European, Binary, Barriers, etc). Prefer candidates to have strong quantitative skills; derivatives pricing, VaR methodologies, market data analysis, Greeks and strong technical skills; VBA, PERL, Fincad, Matlab, SQL. Knowledge of CLS, EBX, Currenex, HotSpot is a plus. For consideration, please submit your resume in MS Word format to ian@comprehensiverecruiting.com and refer to JO# TR852.
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