Description
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.