Large European Bank located in Manhattan is looking for a VP in their Risk Exposure Management Group
This position will be responsible for the analysis of credit risk arising from the bank's derivatives business associated with Asset Backed Securities in general (financing transactions on securitized products, options and forwards on mortgages, interest rate swaps, swaptions, etc).
Requirements:
Candidates must have 5+ years experience in risk management at a mortgage company or bank with significant mortgage portfolios and/or derivatives business, excellent modeling skills, current market knowledge and a solid understanding of fixed income and credit derivatives.
Candidates should have the ability to model scenario analysis and stress tests, a good understanding of market risk and mortgage pricing methodologies (VAR, greeks) and the ability to effectively communicate with management about the risks associated with the mortgage portfolio.
A quantitative degree is required.
Base salary and high bonus potential will be offered.
Refer to Job#AP187-EFC and email MS Word attached resume to Peter Arian, peter@analyticrecruiting.com or register online at www.analyticrecruiting.com
