Job Description:
Job ID(ap195 ) |
Large Broker-Dealer located in Southern CT is looking for a Market Risk Analyst. This position will be responsible for mortgage market and product analysis by developing and utilizing various risk models. There is close interaction with various Front Office Trading and Finance groups. Specific responsibilities include: risk analysis and independent price verification of trading positions on mortgage related ABS, whole loan mortgages, and CDOs; perform historical simulation, correlation studies and risk sensitivity studies; and perform special projects as required related to risk analysis of new products, working with traders to understand risk strategies, etc. Candidates should have a graduate degree in a quantitative field (Math, Physics, Financial Engineering) and 1-3 years of experience in risk management with strong working knowledge of MBS/ABS. Strong technology skills and some model development is a big plus. Excellent communication skills are also required. Recruiter: Peter Arian
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