Free Subscription to CFO Magazine

Careers

You are here: Home : Careers : Job Search : Job Description

Market Risk Manager

  • Company Name International bank
  • Location  New York, NY
  • Date Posted 11/01/2009
  • Job Type Full-Time
  • Compensation $175K+

Job Description

International investment bank is in need of an experienced market risk professional to support their structured credits capital markets group.  Responsibilities include analyzing quantitatively and qualitatively the risks in terms of credit spreads of a cdo,cds and abs portfolio.  Using vb, access, vba, and c++, the individual in this position will assist in the development of methods and models that assess risk.  The position requires and understanding and assessment of the quality of the credit as well as the pricing models from the rating agencies.  Responsbilities also include the execution of quarterly stress testing.  Qualified candidates for this position must have a solid understanding of all structured credit products, particularly abs as well as cdo and cds as well as valuations and pricing. An college degree is required, advanced degree preferred along with working knowledge of vba,c++ a nd bloomberg.  Excellent modeling and data manipulation experience a must . This is a n excellent opportunity for advancement with benefits and bonus.

Job Requirements

Not Specified Years

Application Information


Compare Cost of Living

Planning a move? Compare living-cost indexes and salary differentials in 300+ U.S. cities, to help you make an informed comparison.

Job Hunting Tactics