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Front Office Market Risk Manager - Counterparty Risk Trading

Eingestellt von Huxley Associates aus Frankfurt am Main

Gesuchte Skills: Vba, Sql

Projektbeschreibung

The team is responsible for managing and hedging the firm's CVA risks which arise from Derivative trades with uncollateralised/weakly collateralised counterparties. The role interacts heavily with the desk as candidates will be one of the points of contact for monitoring and challenging risk positions. Candidates must: * At least an MSc in a Quantitative Discipline froma top university. * Demonstrable experience in a Top Tier Investment Bank in a Front Office facing Risk role. * Risk management background, with strong understanding of risk management tools (VaR, Stress testing and scenario analysis) * Good understanding of credit derivatives (e.g. CDS and index CDS), with other asset class derivative knowledge a bonus * A background and understanding of counterparty risk and CVA * Strong VBA/SQL

To find out more about Huxley Associates, please visit www.huxley.com [1].

Links:
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[1] http://www.huxley.com

Projektdetails

  • Vertragsart:

    Permanent

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    IT Entwicklung

  • Skills:

    vba, sql

Huxley Associates

  • Straße:

    Neue Mainzer Strasse 46-50

  • Ort:

    60311 Frankfurt am Main, Deutschland