Market & Credit Risk Analysts


Company:: Focus Capital Markets
Location:: New York City, NY
Job Type:: Full Time
Category:: Risk Management

Yrs of Exp:: 5+ to 7 years
Posted:: 2/6/2013

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Job Description

These individuals will be in charge of assessing assets including cash management, asset liability management, and credit exposures. A strong quantitative financial background is required. Also required is MS or MBA in a financial discipline, ability to assess risk/rewards of multiple alternative strategies, and ability to influence decision makers in front office as well as firm management at the board level.

Job Description:

Responsibilities will include all aspects of portfolio credit risk and market risk analysis:

• Due diligence and enhancement of credit risk models using analytic methods.

• Calculate credit sensitivity risks and tail risks for diverse asset classes developing models when necessary.

• Validation of vendor-platform-based portfolio risk methodologies.

• Participate in methodology development for market risk and credit risk.

• Participate in strategic discussions with senior members in ERM with analytical focus.

• Participate in the development of hedging strategies.

Qualifications should include:

• MS or MBA (preferred) in a quantitative field;

• 5-7 years working experience in capital markets as a risk analyst, strategist or asset allocation specialist.

• Solid understanding of corporate credit a must with some working experience with structured products preferred

• Good understanding of protfolio analytics and risk attribution.

• Front office experience a plus but not necessary.

• Strong communication and presentation skills with an ability to explain complicated ideas in a simple manner

• Detail-oriented, proactive and must be a motivated team player.

• Familiarity with insurance industry desirable.

• Proficiency in Excel and Power point. Skill in other programming languages and SQL, Matlab or other quantitative programming platform required. Experience with standard capital market platforms a plus.

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