Risk Analyst
- Employer
- Finance Network
- Location
- New York, USA
- Salary
- Highly Competitive
- Closing date
- Jun 10, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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This is a role for a high performance candidate with a strong fundamental quantitative toolkit, a passion for the markets and a desire to be at the forefront of innovation in managing trading risk.
Reporting to the head of risk management, the risk analyst will face-off with the trading desk as key point of contact; outstanding communication skills are therefore a key component of this role. The Risk Analyst will be responsible for optimizing risk reporting, developing analysis and managing exposures; making recommendations to the trading desk; as well as participating in projects relating to model improvements, product on-boarding and the continued development of a best-in-class risk framework.
The successful applicant will have 5+ years' relevant experience in pricing, quantitative finance, quantitative research and/or risk management. Deep knowledge of the FICC and equities - cash and derivatives - product universes are required.
The successful applicant should possess a degree in a quantitative discipline (ie: computer science, engineering, math, physics, statistics all considered), preferably to masters level. Professional certification (ie: CFA, FRM) also strongly preferred. Strong hands-on experience with Excel, VBA, Python and R required.
Please apply with your resume for a confidential discussion and more information.
Reporting to the head of risk management, the risk analyst will face-off with the trading desk as key point of contact; outstanding communication skills are therefore a key component of this role. The Risk Analyst will be responsible for optimizing risk reporting, developing analysis and managing exposures; making recommendations to the trading desk; as well as participating in projects relating to model improvements, product on-boarding and the continued development of a best-in-class risk framework.
The successful applicant will have 5+ years' relevant experience in pricing, quantitative finance, quantitative research and/or risk management. Deep knowledge of the FICC and equities - cash and derivatives - product universes are required.
The successful applicant should possess a degree in a quantitative discipline (ie: computer science, engineering, math, physics, statistics all considered), preferably to masters level. Professional certification (ie: CFA, FRM) also strongly preferred. Strong hands-on experience with Excel, VBA, Python and R required.
Please apply with your resume for a confidential discussion and more information.
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