The Risk Engine computes Risk, P&L Explain, Ledges and complex scenarios for Bank of America – Merrill Lynch bond, credit derivatives, interest rate derivatives, Loans and mortgage derivatives. The numbers produced by this system are used by traders, risk managers and Middle Offoce personnel on a daily basis. The individual we are seeking will join a Risk Engine Financial Support team with the following responsibilities:
• Work with Front Office/Middle Offoce risk and other support team to ensure the daily risk is delivered accurately and on time;
• Provide business analysis support to traders, risk managers, trading support personnel and P&L analyst; this includes explaining and justifying Risk, P/L Explain and General Ledger numbers. Assist middle office/business teams in system User Acceptance testing planning and execution.
• Work with Front Office, Quant and model validation team, and quantitative developers to support new credit derivative products and model valuation
• Ensure that the numbers produced by the Risk Engine are correct
• Ph.D or Masters preferred from a quantitative discipline, such as Statistics, Computational/Quantitative Finance , Financial Engineering, Operations Research and Applied Math; Good school a plus;
• Extensive knowledge of fixed income finance and option pricing. Knowledge of stochastic finance and credit derivative is a plus;
• 3-5 years experience in high pressure working environment within a financial institute. Ability to multitask;
• Excellent Excel skills. Experiences with SQL a plus;
• Good communication skills;
• Excellent work ethic
备注：本职位是芝麻桥平台内推职位，您可以直接投递简历，也可以发送简历至 cv@zhimaqiao.com，邮件主题请注明应聘的职位名称。
收藏
分享
举报
