Senior Risk Analyst - Placement Services USA, Inc (New York, NY)
Posted: Thursday, January 31, 2013 1:37 PM
Measure, monitor, and analyze all limits including market risk, liquidity risk, maturity guidelines and credit position. Perform analysis of trade delivery and reconciliation reports (FO/BO/Risk) to ensure full risk system integrity. Prepare daily liquidity and market risk reports. Ensure that the new products are consistent with market and liquidity risk guidelines of Head-Office model. Responsible for various ZGT analytic functions such as daily sensitivity and liquidity profile reports, analysis of hedging and hedging risk, analysis of basis risks, and analysis of liquidity profile to provide business and management with detailed position information. Monitor world financial markets and the impact thereof on the Bank s portfolios. Participate in the ongoing development of VaR models (Market and Liquidity). Assist in maintaining GRM-MR policy and procedure documents. Take primary responsibility for specification, development and testing of local liquidity risk IT projects. Two (2) years of experience in the job offered or as Analyst- Risk Controller, IT Consultant, Business Analyst. Employer will consider any suitable combination of education, training, or experience. Master s degree or its foreign equivalent in Business Administration, Finance or Economics. Employer will consider any suitable combination of education, training, or experience. Please copy and paste your resumes in the email body (do not send attachments, we cannot open them) and email them at ...@job2r.com with reference #363071 in the subject line. Thank you.
• Post ID: 36997137 newyork