Risk Specialist

Overview

On Site
$market rate
Accepts corp to corp applications
Contract - W2
Contract - Independent
Contract - 6+ MO

Skills

Derivatives
Distribution
RCM
Basel
EMIR
Dodd-Frank
Murex
Quantitative Analysis
Python
C++
R
MATLAB
Algorithmics
IMG
SAINT
Technical Direction

Job Details

  • Job Title:- Risk Specialist

    Location: Onsite in NYC

    Long Term Contract

    Objective: To measure and control exposure to the risk of a counterparty defaulting on its obligations in derivatives or repurchase agreements.

    Required knowledge:

  • Key metrics:
    • EE/EPE/ENE: Expected Exposure, Expected Positive/Negative Exposure.
    • PFE: Potential Future Exposure (exposure distribution percentiles).
    • RCM/EAD: Exposure at Default for regulatory purposes.
    • Regulations:
    • Basel III/CRR: SA-CCR, IMM.
    • EMIR/Dodd-Frank regulations (collateral, margins).
  • Required data:
    • Netting sets, collateral, ratings, correlations.
    • Forward curves and volatilities to simulate exposure.
    • Mitigation models: Netting, Collateral, CDS hedging.
  • Tools:
    • Risk systems (Moody's, Murex, Quant libraries).
    • Programming for simulations: Python, C++, R, Matlab.
    • Algorithmics

  		•

    Sandip Kumar
    Sr. Tech Recruiter

    Email:

    Address:
    505 Knolle Court
    Saint Augustine, FL 32092

    Telephone:
    +1

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