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Senior Analyst – VP – Market Risk Department


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    Job Title
    Senior Analyst – VP – Market Risk Department
    Job Description

    To monitor the current risk limits as applied to the trading portfolios in order to accurately measure and report the company’s trading exposures. To provide relevant testing and analysis so that current risks may be quantified and assessed.


    Monitoring intraday and end-of- day risks to ensure adherence to limits.
    Verification of market data obtained from trading by comparing to outside sources.
    Market data gathering and maintenance.
    Tying out trading books on a daily basis.
    Responsible for the supervision and production of daily VaR reporting.
    Performing stress test analysis.
    Ensuring that reporting to senior management and to the parent company is accurate and relevant.
    Supervise the generation of daily reports to trading and management.
    Assisting and/or supervising ad-hoc projects as they arise.
    Analyzing the impact to risk management processes of the introduction of new trading products.
    Supervising the implementation of any new processes required to integrate the new product(s) in the risk management framework.
    Providing help and assistance to other departments within the company with Market Risk related requests.


    Solid understanding of interest rate derivative risk measurements and their application to market risk and trading.
    Excellent communication skills to enable the interaction and building of relationships with all MCMC departments.
    Spreadsheet experience (including VBA macro writing) programming experience essential.
    Programming knowledge in any object oriented language (e.g. C# or C++) highly desired.
    Master’s in Financial Engineering or a related quantitative discipline.
    8 to 10 years of experience in the financial industry.

    Global derivatives market maker in all principal world currencies. They deal in the full range of interest rate and currency derivative products. They are also developing new products and services. The NY office has about 130 people. There are also offices in London and Hong Kong.

    . My desire would be someone with a solid understanding of academic finance, not necessarily any specific product knowledge, but a base that would allow the person to pick up concepts like curve building and pricing reasonably quick. Must be very good at Excel/VBA.

    Conact : Norman Gershgorn

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