Contract$40 - $45 an hour10 days ago
- Microsoft Excel
- Communication skills
- Bachelor's degree
Full Job Description
Market Risk Consultant - Contract - 100% Remote - New York, NY
The market risk team is looking for an experienced market risk manager to mainly cover interest rate derivative and FX trading desks, and support credit trading as well.
- Monitor and signoff daily risk output.
- Analyze and assess the impact of the trading positions both at a micro and macro level.
- Prepare market risk commentary and updates for the weekly Management Committee meetings and other senior level committee meetings such as the Executive Committee and Board Risk Committee
- Proactively contribute to wider Risk issues and initiatives
Skills and experience
- 3-5 years experience in market risk with detailed knowledge of VaR, risk sensitivities, stress testing.
- Good knowledge on Interest rate swaps*** swaptions, cap, floors, with good understanding of pricing and risk characteristics.
- Strong knowledge of financial markets in relationship with trading desk strategies.
- Strong quantitative skills, be able to estimate VaR calculation using Excel.
- Proficient with Excel, familiar with functions such as vlookup, standard derivation. Familiar with VBA and support Excel with VBA codes.
- Bachelor or higher degree in finance, science or engineering field is desired
- A pro-active, motivated approach
- Excellent communication skills
- The ability to operate with urgency and prioritize work accordingly
- Strong problem solving skills
- Excellent attention to detail and accuracy
Job Type: Contract
Salary: $40.00 - $45.00 per hour