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Fixed Income - Risk Architect

Eingestellt von Huxley Associates aus Frankfurt am Main

Gesuchte Skills: Design

Projektbeschreibung

Global Banking organisation is seeking a Risk Architect to join its Fixed Income team and define the strategy and design of a new risk platform which will be re-engineered to have the capability to handle greater volumes of data intra-day.

The ideal applicant will be strong in the following:

* Designing FO Risk systems
* Interacting with Front Office, Credit Risk, Market Risk , Product Control, Counterparty Risk Trading.
* Excellent understanding of the use of Risk for Trading, Hedging, RWA, Credit Valuation Adjustments and FVA, DVA
* Understanding of the mathematical models used to value Fixed Income trades.
* Mathematical understanding of the calculations used for the provision of Explains/Predicts to the Front Office

* Scenarios for the calculation of the greeks (Delta, Gamma, etc), Credit Risk (CVA, FVA, DVA)

* Setting up the data model and manipulation language for intra-day ( and real-time) Risk system
* Good understanding of the market conditions facing the Fixed Income business, such as Clearing, OIS discounting

Please respond immediately if this role is a good fit for you.
To find out more about Huxley Associates, please visit www.huxley.com

Projektdetails

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    Medien/Design

  • Skills:

    design

Huxley Associates

  • Straße:

    Neue Mainzer Strasse 46-50

  • Ort:

    60311 Frankfurt am Main, Deutschland