Remote or Jersey City, New Jersey
•
Today
Citirisk Market Risk application capture and process large volume of factor sensitivity (FS) records for trading units and run Monte-Carlo simulation to calculate Value-at-Risk (VaR) and Component Value-at-Risk(CVaR) that are used for internal risk and regulatory risk monitoring. The applications include batch processing, report generation, Monte-Carlo simulation, Adhoc stress calculation and risk portal. The Applications Development Technology Lead Analyst is a senior level position in Market R
Full-time
USD 121,200.00 - 181,800.00 per year
