The ideal candidate will grow into a multi-disciplined role involving market risk analysis, reporting and data modeling and risk-based capital. This role would enable the candidate to further develop and expand their knowledge of traded products, risk methodologies and the underlying data challenges and Basel II Capital Framework. Overall, the position functions on knowing and understanding the approaches to risks, representation of risks and implications of risk within regulatory boundaries.

They are looking for candidates with a strong desire to learn and the ability to excel in a dynamic and stimulating work environment. The candidate should have a solid education in quantitative and analytical disciplines, with strong problem-solving skills. Fluency in Microsoft Excel spreadsheets and a familiarity with fixed income, equity, and other traded securities are required. The candidate should have some experience with a programming language such as Visual Basic and familiarity with SQL database queries as well. Training in computer science, engineering and other regulatory fields is considered a plus. Good writing and oral presentation skills are desired. An understanding of risk management principles such as VaR (value-at-risk) and the risk representations will be helpful.

For more information or immediate consideration, please reference Job# JCK494 and submit resume in Word format to: ian@comprehensiverecruiting.com