Counter Party Valuation (CVA)- Market Risk Manager

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Job Title:
COUNTER PARTY VALUATION (CVA)- MARKET RISK MANAGER
Job Description:
Job ID(17704)
A Global Investment Bank in New York is looking for a Market Risk Manager to join the firms Counterparty Exposure team. This group identifies, calculates, and monitors market risk limits for the bank'::s counterparty valuation portfolio. This new role will be responsible for creating risk measurement tools and systems to identify interest rate and credit derivative risk in client'::s portfolios. This candidate should have 2+ years of experience working within counterparty credit exposure management and have expertise in CDS pricing models and Monte Carlo simulation. PhD in Quantitative Field is preferred but expertise in market risk management [tail risk, CVA valuations, stress scenarios, P&L drivers]and good communications skills will take precedence.

Recruiter: Jim Geiger

Salary: Compensation Competitive Location: New York
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Job Categories: Derivatives/Futures/FX & Structured Transactions, Quantitative Finance/Financial Engineering, Risk Management
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