Imported from previous forum
[ original email was from Adam Elkind - aelkind@comsys.com ]
Assist in the daily compilation of market risk measures for various businesses, and prepare daily market risk reports.
Analyze and enhance internal controls within the market risk reporting environment. Ensure published market risk exposure figures for these businesses are accurate.
Research and resolve position and market data reconciliation problems.
Build & maintain good rapport with traders on these desks and other
risk groups.
Participate in all system upgrade/migration/conversion projects related to these businesses.
Interact with the Risk IT group in the maintenance of risk management systems and the reporting system.
Perform end of day uploads of market data from Bloomberg and Reuters to the risk management system.
Qualifications: At least 5 years of experience within the finance industry, with exposure to
the relevant products (bonds, mortgage-backed securities, asset-backed securities, futures, options, credit-default swaps, interest rate swaps, etc.)
Bachelor’s degree in Finance or related field.
Strong knowledge of US fixed income and equity markets & P/L calculation
methodology.
Aptitude to learn how to use RiskWatch, Summit and Calypso systems.
Strong analytical and communication skills.
Experience with historical simulation VaR and stress testing.
Above average MS Excel skills, including VBA coding experience.
Familiarity and proficiency with Bloomberg and Reuters.
Please forward resumes to: aelkind@comsys.com