Thursday, June 14, 2012

Job Vacancy: Risk Analyst

We are seeking to hire a junior risk analyst to work on-site with a prestigious client in Singapore.

Preferred key skills and experience are below.

If you feel you are a suitable fit, please apply by following the instructions here:

http://www.maroonanalytics.com/About/Careers.html 

  • At least 5 years of experience in Market Risk/ Counterparty Risk.
  • Hands on with information management and programming skills.
  • Programming on VBA/ Matlab.
  • Experience in presenting and defending Strategy/ Policy
  • Understanding of construction of Yield Curves
  • Computation of Risk –VaR/ Greeks
  • Understanding of Potential Future Exposures/ Counterparty Risk
  • Formulating Stress Test scenarios.
  • Applying mathematical techniques to pricing / risk analysis.
  • Knowledge of Regulations like Basel, IOSCO, ISDA, Dodd-Frank.
  • Desirable to have understanding of Margining / Capital in Prime Brokerage or CCP context.