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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

  • Able to lead/work within a high performing team and contribute to overall objectives/best practice

Keywords: Iris Software Inc., Minneapolis , 100% remote - Senior Greek/VAR - Market Risk Analytics, Accounting, Auditing , Minneapolis, Minnesota

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