Hello!!!
Title: Market Risk Analyst Location: NY Duration: 6 to 12 months Openings: 2 This is for a financial firm in mid-town. The most important things they need are 2 years with Market Risk, Marcos, Automated Workbooks, Greeks and VARS. Job Description Most important is at leat 2 years Market Risk Experience. the ability to Fix Macros and experience with automated work books. Must have solid knowledge of Greeks and VaR's 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. 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. Skills / Qualifications: At least 2 years' work experience in Market Risk, Product Control, or trading/capital markets. 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, and/or Summit. Good communications skills. Strong quantitative, analytical, and reasoning skills. Thanks and Regards, Shailaja Technical Recruiter Aim Computer Consulting shailaja <mailto:[email protected]> @aim-cc.com / [email protected] <http://www.aim-cc.com> www.aim-cc.com Note: If your consultant's resume matches with our requirement, My BDM will contact you soon. Thanks for your efforts--
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