n*****w 发帖数: 14 | 1 A large commercial bank is looking for a senior market risk analyst.
Perform market risk and credit risk measurement for trading portfolios,
including fixed income, interest rates derivatives and FX. Daily reporting
of VaR, stressed risk, Greeks, liquidation costs, and P&L of counterparty
and trading portfolios.
Requires a Master's Degree in Financial Engineering/Economics/Business
Administration, with 1+ years Treasury/Fixed Income/CDS/Counterparty Credit
Risk background, or a PhD in Math/Physics with experience or knowledge in
above areas. Proficiency using SQL Query/Database and Excel/VBA programming,
Bloomberg.
Location: midwest or California. May qualify for work from home later.
Base 90K-110K, depending on qualification and experience.
Please contact m******[email protected] with your resume. |
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