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QUANT/RISK JUNIOR ANALYST

Responsibilities:

Review and validated the risk measures used as inputs in the Standard Initial Margin Model (SIMM).

Identify and close gaps in the firm's ability to price and analyze risk on linear and non-linear products across equity, commodity, fixed-income, and foreign exchange asset classes.

Take regular training sessions on how to price and analyze the risk on complex financial instruments including exotic options, credit default swaps, cross-currency swaps, interest rate swaps, and swap options.

Present issues related to risk parameters and model assumptions to senior stakeholders on a regular basis.

Must be U.S citizen to apply