Jobs

Risk Management / Valuation – New York, United States

Manhattan based financial firm is looking to add a Risk Analyst with experience within client valuations. Individual responsibilities for this person will include creating customized portfolio risk reports and risk measures for financial derivatives in Front Arena trading system and APT factor modeling system.• Daily Valuation of client portfolios by maintaining market data, valuation models and risk measures.• Explain, review and validate custom risk measures to clients ( trader Greeks, performance attribution measures, factor analysis) • Participate in strategic projects including development of risk reporting framework, factor modeling integration and development of risk measures.

The ideal candidate will have a background within a client valuation group or related group and between 3-8 years of financial experience with at least a few years focusing in a valuation/risk related role. Prefer candidates to have experience with experience with various products with one or more of the following products: FX, Rates, Credit, Exotics, plain Vanilla, Convertible or Corporate Bonds. Working knowledge of options, futures, and convertibles is a plus.

There is an immediate need to fill this role. For more information or immediate consideration, please refer to Job#QFC1103 and submit resume in Word format to: Ian@comprehensiverecruiting.com