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Within the Market Risk group of a global sell side firm covering physical and financial trading, with a specific emphasis on Crude Oil Products
Responsibilities:
Analysis of all structured trades and exotic products including model review, reserve adequacies, and liquidity assumptions
Review and improve existing VAR methodologies for new and existing products, responding to changes in market conditions
Stress Testing and Scenario analysis including independent model development, as necessary
Establish guiding principles for the identification, assessment, monitoring, controlling and reporting of risk within the group.
Present commentary to senior management on changes in risk profiles, significant P&L moves, areas requiring additional monitoring, etc.
Requirements:
Financial or quantitative post graduate degree. PhD preferred
5 to 7 years experience in Risk Management within a top tier firm covering Crude oil products
Effective communication skills and the ability to function as a diligent, reliable team member
Extensive, current knowledge of derivatives pricing, stochastic calculus and numerical methods
Self-starter with sound project management, decisions making and problem solving skills.
Strong excel skills, VBA or C++ programming skills a plus.
For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
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