Candidates will be responsible for monitoring VAr models for the equity and fixed income trading portfolio; back testing VaR with economic trading pnl and hypothetical pnl. They will oversee risk proof and control process to ensure risk data is complete and accurate; improve control framework; etc.  This person will work clsoely with the market risk reesearch team to analyze VaR model deficiencies; identify risk and PL drivers. 

The ideal candidate will have a minimum of five years of experinece in finace, risk or another related field.  A strong understanding of equity and fixed income products and concepts such as greek sensitives are essential.  A prior background working in a control function is desired. Please inquire for further details.

For more information please refer to Job#JCK859 and submit resume in Word format to:  ian@comprehensiverecruitng.com