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AVP - Market Risk

  • Company Name Global Investment Bank
  • Location  New York, NY
  • Date Posted 11/01/2009
  • Job Type Full-Time
  • Compensation $100K - $135K+

Job Description

Michael Page International represents the following client.

 

About the company :


Our client is a Global Investment Bank.

 

Job description :


AVP - Market Risk, Structured Credit Products

 

Responsibilities include:

Price Verification

Valuation

Structured credit products: CDOs, ABSs, Corp Bonds, CDS, etc.

Analyze, build and enhance spreadsheets and models used by trading desk.

Interact extensively with traders, quantitative team and front office to gather and document business specifications.

Daily reporting of VaR, stressed risk, Greeks and P&L of counterparty and house portfolios.

Work in collaboration with the Front Office and all other Risk departments

 

Who we are looking for :


BS degree

3+ years of market risk experience in rates, and structured credit products

Masters degree preferred

 

Whats on offer :


$100,000 - $135,0000 plus bonus + benefits

Job Requirements

Less than 5 Years

Application Information


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