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Job Title:     Market Risk Analyst-Derivatives
Job Location:  NY: New York
Pay Rate:      90K
Job Length:    full time
Start Date:    2007-04-29

Company Name:  Salem Executive Search
Contact:       Joe Salem
Phone:         9733897858
Fax:           email only

Description:   MAJOR RESPONSIBILITIES:

"  Actively contribute towards implementing tools and reports in order to monitor the risks and results of the ALMST and FED portfolios.

"  Analyze and report the level and evolution of the P&L and risks indicators (including back testing and stress testing analysis).

"  Control risk limits and insure a permanent adequacy between the MRM risk framework and the front office activity.

"  Participate in the monthly P&L reconciliation process with the accounting department.

"  Keep up to date all operational procedures.

Education: College degree required with major in business administration or finance.
Job Knowledge:  Solid knowledge of interest rate derivative products (vanilla IR swap, cancellable swap , swaption, cap floor,), financial mathematics and risks indicators : Greeks (Delta, Gamma, Vega) and Value at Risk.
Job Knowledge (# years of experience): 2 to 3 related experience
Management Skills: /

Other Skills, e.g.:
Computer: Proficient in Microsoft Office (Access and Excel)
Interpersonal: Ability to communicate effectively
Decision-making: Ability to keep local management and the department appraised of developments.
Working conditions/Environment:  
Authority:  Authority to monitor all the ALMST and FED activities of the Financial Markets & Treasury front office area

Please refer to Job code 944 when responding to this ad.

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