Emerging Markets - Fixed Income Market Risk - (US-NY-New York - 10292)

Compensation: $125K - $150K / Year
Minimum Education: Bachelors
Job Type: Full Time
Email this job to yourself or to a friend | Job Match Test | Resume Guide

About the company :
Our client is a premier global investment bank.

Job description :
Job Responsibilities:Emerging Markets Risk Management is a growing business within the organization. As the desk continues to grow we are looking for a person that can develop the Emerging Markets, Market Risk functions Description Department The person we are looking for would work in the Emerging Market; Market risk group within the risk management department.

Roles and Responsibilities Emerging Markets Risk Manager Firstly, the person would be responsible to help Manage the Risk associated with Emerging Markets trading within Suggest adequate controls and risk limits for the activity Test pricing and risk measurement models Test P/L and risk reports within the middle office system Secondly, on a day-to-day basis, the person will be responsible for: - Risk Controls: Verify market data snapshot Daily explanatory P/L Independent price checks for volatilities and spreads Initial profit recognition new structured deals Fair value adjustment policy structured deals Monitoring for off-market transactions Approve new price curves and pricing models - Risk Analysis: Daily VaR and greeks reporting Stress-testing Spread position analysis (on deltas and vegas) Identification risk exposure new structured deals Hedge analysis Computing economic capital consumption - Limit monitoring: Check compliance with VaR, position and stop loss limits Handle limit exceptions o Analyze limit utilization Limit review process As mentioned above, the person we are looking for should be able to cover Emerging Markets trading & sales, but also back up other activities as well.

Who we are looking for :
Requirements: Excellent Fixed Income Product and Emerging Market Product knowledge, specifically the Latin America, Asia, Western Europe, Etc. 7 plus years experience in front-office, risk management or middle office function. Good quantitative skills: derivatives pricing, VaR-methodologies, market data analysis (PCA, Garch, model parameter estimation,) Good VBA and/or Matlab programming skills are a plus. Experience with Polypaths is helpful. Experienced Team leader and Team player

To apply to this position please do not use the "Click here to Apply Online" link on this page. Please go directly to www.Diversity-Jobs.com, search for the position title and then apply on the job posting.

http://www.diversity-jobs.com/search_jobs/