100% remote - Senior Greek/VAR - Market Risk Analytics
Company: Iris Software Inc.
Location: Minneapolis
Posted on: June 25, 2022
|
|
Job Description:
Work location: Whippany, NJ ( remote )Drive things20-30% -
managing stakeholders60-70% - code analysis, create models
(spreadsheet, product knowledge - with VAR/ what happens with
shifts), prototypes, reviewing with this information with stake
holders( derivative products - bonds sensitivities, pricing of them
), some credit risk space would be idealSomeone with Python would
be a plus but not requiredIf someone had- CVA ( Credit valuation
adjustment ) for one of the roles that would be a plus as well-
Takes the data from query perspective and then works on computation
side - VAR/Stress TestingSolid understanding of Greeks with
computations -how interpret the GreeksIf someone can understand the
other product such Bonds, credit - Macro, interest rate swaps,
options that Greeks that could substitute for market riskFront
office RiskRoll up their sleeves/get their hands dirtyAnalytics BA
( Stress and VAR ) - Historical simulations for VAR, IRC
Incremental Risk Charge, CVA (Credit Valuation Adjustments)- Market
risk experience is idealWhat We're Looking For:Graduate or Master's
degree - preferably in Finance, Maths or ScienceCertifications in
Finance or Risk e.g. FRM, CQF - desirable, not essentialBusiness
Analysis Accreditation(s) - desirable, not essential7+ years of
experience in financial services firms.Knowledge of;Financial
Products (e.g. Bonds, CDS, Equity Options) and their
ValuationsSensitivities like Delta, Gamma & VegaValue At Risk
computation methodologies like Historical Simulation.Stress Testing
computations.SQL & MS Excel (advanced level)FRTB IMA regulations is
desirable, not essentialIncremental Risk Charge (IRC) computations
is desirable, not essentialCVA-VaR computations is desirable, not
essentialPython is desirable, not essentialExperience in:Preparing
and issuing a range of key business analysis
deliverablesCommunicating with a wide array of people and some
experience of stakeholder managementExposure to the software
development lifecycle, the roles and responsibilities on large
projects and the motivations of the actors involvedSkills That Will
Help You In The Role:Excellent analytical/mathematical
skillsExcellent communication skills - including the ability to
convey information to non-technical colleagues in a concise and
clear wayStrong stakeholder management, able to communicate at all
levels and build sustainable relationshipsStrong organizational
skills and ability to multi-task in a highly pressurized support
environment
Keywords: Iris Software Inc., Minneapolis , 100% remote - Senior Greek/VAR - Market Risk Analytics, Accounting, Auditing , Minneapolis, Minnesota
Click
here to apply!
|