This World Leader in execution and clearing services for exchange-traded and over-the-counter derivative products, as well as for non-derivative foreign exchange, equities, and fixed-income products in the cash market, is looking for an entrepreneurial, creative Senior Risk Analyst. 

Principle responsibilities will include daily reporting of VaR, stressed risk, Greeks and p&l of counterparty and house portfolios from a global perspective.  Responsibilities will also include limit monitoring:  VaR, position and stop position, handling limit exceptions, approval of new price curves and pricing models, working with internal and external programmer for development of internal/external risk applications, as well as understanding of FCC/MBSCC margining methodologies.

Ideal candidate will have a minimum of five years experience in fixed income front or middle office or risk management.  A quant/programming background, as well as a successful history of problem solving and number crunching is mandatory.  The client is implementing a new VaR system, so deep exposure to VaR is preferred.  Experience with derivatives pricing, VaR methodologies, market data analysis and Greeks is required.  Please contact Karyn for more information regarding this position.

Please refer to JO# KRJ4694;  Karyn Jesser;

Integrated Management Resources, Inc.;  

Telephone: 480-460-4422;

Email: karyn@integratedmgmt.com; 

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