Skills
- Project Manager
Job Description
Job Description:
- Risk Engine computes Risk, PL Explain, Ledges and complex scenarios for bond, credit derivatives, interest rate derivatives, Loans and mortgage derivatives. The numbers produced by this system are used by traders, risk managers and MO personnel on a daily basis.
- Work with traders and portfolio strategist to ensure the daily risk is delivered accurately and on time. Provide business analysis support to traders, risk managers, trading support personnel and Finance. This includes explaining and justifying Risk, P/L Explain and GL numbers. Assist business teams in system User Acceptance testing planning and execution.
- Team with FO Quant, Risk Quant, model validation and analytics developers to support new credit derivative products and model valuation. Ensure that the numbers produced by the RE are correct as the RE is enhanced and improved.
- Participate in various retirement, business enablement and regulator initiatives with business and horizontal Technology teams.
- Acting as primary sign-off point, coordinate deployment and go live plans with Tech & business partners
Primary Skills:
- 5 years of experience in fast-paced, high pressure and challenging environment
- Knowledge of Fixed income and Equity Derivatives pricing and deep understanding of credit, rates instruments and associated life cycles
- Good leadership, people management skills and ability to collaborate effectively across diverse/global teams
- Quantitative educational background (Math, Physics or Engineering) and solid mathematical and analytics
- Experience working with Traders, Desk Heads, Market Risk Managers, Finance, Quants, Model Validation teams and Regulators
- Experience with Pricing, P&L, PLEX, Market Risk scenarios and Counterparty Credit Risk
- Experience in regulatory capital calculations (VaR, Stressed VaR, IRC, CRM), FRTB and LIBOR Transition
- Knowledge of Basel Regulations and CCAR
- Experience with Model Validation and Documentation
- Solid communication, and presentation skills
Required Skills:
- Ability to successfully lead and deliver complex/critical and large-scale horizontal projects
- Experience in Agile/Scrum Management and Agile Tools
Desired Skills:
- Experience in producing PV and sensitivities in Excel using Quant libraries
- Knowledge of SQL and Python
location: New York, New York
job type: Contract
salary: $60.79 - 70.79 per hour
work hours: 8am to 5pm
education: Bachelors
responsibilities:
- Risk Engine computes Risk, PL Explain, Ledges and complex scenarios for bond, credit derivatives, interest rate derivatives, Loans and mortgage derivatives. The numbers produced by this system are used by traders, risk managers and MO personnel on a daily basis.
qualifications:
- Experience level: Experienced
- Minimum 10 years of experience
- Education: Bachelors
skills:
Equal Opportunity Employer: Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.
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Pay offered to a successful candidate will be based on several factors including the candidate's education, work experience, work location, specific job duties, certifications, etc. In addition, Randstad offers a comprehensive benefits package, including health, an incentive and recognition program, and 401K contribution (all benefits are based on eligibility).
For certain assignments, Covid-19 vaccination and/or testing may be required by Randstad's client or applicable federal mandate, subject to approved medical or religious accommodations. Carefully review the job posting for details on vaccine/testing requirements or ask your Randstad representative for more information.