Risk Management Analyst

Job type:
on-site
Start:
ASAP
Duration:
6 month
From:
Generic Network
Place:
Ontario (ON)
Date:
10/19/2011
Country:
flag_no USA

Project description:
Warning
This project is archived and not active any more.
You will find vacant projects in our project database.

Our Toronto client is seeking a Risk Management Analyst for a 6 month contract to start.

Must have:
Good understanding of VaR, VAR computation methodologies and their application
Previous exposure to financial products both straight securities and their derivatives.
Broad knowledge of pricing methodologies of financial products. Need to have understanding behind derivatives pricing
Great communication skills.
Problem solving skills.
Familiar with the meaning of counterparty risk

Good to have:
Experience in Risk Management role
Experience with UNIX
Experience with VBA
Broad understanding of Greeks
Understanding of IRC, CRM, DSR measures.
Previous experience with Risk Watch.