Hello.

Please send me your resume across shail...@aim-cc.com ASAP. Thank you....



*Title: Market Risk Analyst  *

*Location: NYC  *

*Duration: 12+ months *

*Rate: DOE*



*Only locals Please…..*



Most important is at least 2 years Market Risk Experience. the ability to
Fix Macros and experience with automated work books.
Must have solid knowledge of Greeks and VaR's

Daily market risk reporting and limits monitoring.
Ensure that risk captured for risk reporting is complete and accurate.
Research and explain changes in VaR.
Understand and explain greeks, risk measures, and sensitivities of trading
positions and portfolios.
Research and follow-up on queries regarding risk and VaR from Market Risk
Management, Front Office, and senior management.
MIS and ad hoc reporting.
Project work on process automation and data capture.

Skills / Qualifications:

At least 2 years' work experience in Market Risk, Product Control, or
trading/capital markets.
Strong PC skills with MS Excel and Access.
VB knowledge.
Ability to create, modify, and trouble-shoot macros.
Ability to create and manipulate pivot tables.
Experience with data mining and MIS reporting.
Knowledge of greeks, risk measures, sensitivities, and VaR.
Knowledge of derivatives and financial products, including swaps, forwards,
options, and etc.
Systems knowledge in Bloomberg, Calypso, Murex, and/or Summit.
Good communications skills.
Strong quantitative, analytical, and reasoning skills.

* *

* *

*Thank you for your time and have a great day!*

* *



Shailaja

Aim Computer Consulting

N. Laurel Park Drive,

Suite #513,

Livonia, MI-48152

Phone:  734-591-3562 Extn.1+161

Fax: 734-418-2598

*shail...@aim-cc.com *

*shailaja_ai...@yahoo.com*

*www.aim-cc.com* <http://www.aim-cc.com/>**

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