Iris' Direct Client, a multinational investment bank who offers advisory, financing and risk management services to large companies, institutions and government clients is looking to hire a strong Market Risk Analytics for a Long Term Contract opportunity.
Location: 100% Remote Role - EST/CST time zone preferred
20-30% - managing stakeholders
60-70% - 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 ideal
If 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 Testing
Solid understanding of Greeks with computations -how interpret the Greeks
If someone can understand the other product such Bonds, credit - Macro, interest rate swaps, options that Greeks that could substitute for market risk
Front office Risk
Analytics BA ( Stress and VAR ) - Historical simulations for VAR, IRC Incremental Risk Charge, CVA (Credit Valuation Adjustments)
Market risk experience is ideal
What We're Looking For:
Graduate or Master's degree - preferably in Finance, Maths or Science
Certifications in Finance or Risk e.g. FRM, CQF - desirable, not essential
Financial Products (e.g. Bonds, CDS, Equity Options) and their Valuations
Sensitivities like Delta, Gamma & Vega
Value At Risk computation methodologies like Historical Simulation.
Stress Testing computations.
SQL & MS Excel (advanced level)
FRTB IMA regulations a PLUS.
Incremental Risk Charge (IRC) computations is desirable, not essential
CVA-VaR computations is desirable, not essential
Python is desirable, not essential
200 Metroplex Drive, Suite #300
Edison, NJ 08817