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Junior Risk PNL Analyst

Eingestellt von Huxley Associates aus Frankfurt am Main

Gesuchte Skills: Matlab, Sql


CVA- PNL- Risk Control- OTC Derivatives- Middle Office- Matlab- SQL-New York City I am currently recruiting a Risk CVA PNL Analyst for one to join a growing CVA trading middle office team in New York City with a large financial institution. This is a great opportunity to join a growing team to support a global business practice in the OTC derivatives space for CVA trading. Credit Valuation Adjustment (CVA) team will strive to establish accurate pricing and risk management frameworks by correctly reflect the market price for counterparty credit risk of the OTC derivatives trading desk. This individual will be for supporting the CVA desk and establish appropriate control framework from the trade and market data inputs to the daily valuations. They will run and enhance the P&L production capabilities based on Front and Middle Office needs and improve the analysis of P&L attribution based on operational knowledge, market data and risk reports. Requirements: * Masters Degree in Finance, Economics or Financial Quantitative Analysis * 5 years + industry experience. * Excellent communication skills * Strong technical skills including experience using MS Office, SQL, and Visual Basic, Matlab, R * Strong analytical skills * Knowledge of MO process like P&L attribution, predicts etc * Understanding of MO control framework * Knowledge or experience with trading products in capital markets: Fixed Income, Credit Product, etc. Pricing derivative products like Futures, Options, Indexes, CDS, CDO, FRAs, SWAPs, SWAPTIONs, CAPs/FLOORs. * Knowledge of Financial Risk Management: Credit Risk Model, Value at Risk. * Knowledge of Interest Rates, Credit spreads, bond pricing, etc. * Organized, detail oriented & skilled in handling multiple priorities with tight deadlines in a fast-paced environment CVA- PNL- Risk Control- OTC Derivatives- Middle Office- Matlab- SQL-New York City

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


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


  • Vertragsart:


  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    IT Entwicklung, Ingenieurwesen/Technik

  • Skills:

    matlab, sql

Huxley Associates

  • Straße:

    Neue Mainzer Strasse 46-50

  • Ort:

    60311 Frankfurt am Main, Deutschland