Senior Financial Risk Analyst - AxiomSL (New York, NY)

Job Description: Senior Financial Risk Analyst responsible for producing US and non-US based required risk and regulatory reports including daily, weekly and monthly market, credit and operational risk reports, and Economic Capital reports. Min. req. Masters in Quantitative Finance, Computational Finance or Finance Engineering + 3 yrs of exp. with Object-oriented Programming - C++ or Java. Experience with SQL, relational databases (preferably Oracle) & knowledge of methods and tools of modern market risk management, including Value-at-Risk (VaR), Greeks, Stress Testing, Economic capital and familiarity with principles of stochastic calculus including Ito's Lemma, L vy processes; Capital markets ; exotic derivatives pricing barrier options, constant maturity swaps, callable bonds, CDO, Bermudan options; technical architecture design and technology tools and components in financial systems architecture. Ability to program Monte Carlo simulations and utilize finite difference techniques in more than one programming language or application & experience with math/stat packages such as MatLab and S-Plus. Required experience: 2 - 5 years Minimum required education: Bachelor's Degree Job category: Accounting, Insurance & Finance;IT & Software Development;Production & Operations

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