Risk Analyst

Description
Analyst for Risk and Valuation team you will:
• Assist in developing and replicating complex financial models using VBA, MATLAB and FINCAD
• Evaluate and verify fair market values for complex OTC derivatives instruments using in-house models and independent 3rd party valuation services
• Assist in global security master database management, developing interfaces and workflow managers
• Support analytical, reporting and pricing functionality of in-house system.

Requirements:
• Strong quantitative and communication skills;
• MBA in finance/financial engineering, or a Masters in Finance, Mathematics or other Quantitative fields.
• Enrollment or completion of professional program (CFA, for example) strongly desired.
• Proficiency in Microsoft Excel (including VBA) and MATLAB, working knowledge programming language (C++/C/JAVA ) is strongly desired .
• Working knowledge of Bloomberg, IDC, and Reuters is strongly desired.