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Assistant Vice President, Market Risk Manager Job Details

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Employer:  Network
Company:  ABN AMRO CLEARING CHICAGO LLC
Job Ref No:  194556302
Job Title:  Assistant Vice President, Market Risk Manager
Sector:  Other
Sub Sector:  Government Sponsored Entity
To analyze & monitor daily mkt risk of the client's trading portfolios via AAC's proprietary risk model as well as other systems.
Reqts: Bach deg or foreign equiv in Econ, Finance, Mathematics, Bus Admin, Fin'l Engg, or rel + 5 yrs of progressively resp exp in the job offd, or rel.
Must have 5 yrs of progressively responsible exp w/: Conducting mkt risk analysis; Performing principal component analysis (PCA) to review risks in trading portfolios; Options portfolios incldg strategies, Greeks, volatility, skew, & convexity; stress test incldg Basel testing; Utilizing SPAN margin, & Risk Based Haircut (RBH) to run simulations & compare risks; Regression Analysis to investigate the rltnshp btwn risk factors; Using Excel, & VBA; Working w/ dvlprs to improve derivatives pricing models; & Using Bloomberg API & Excel tools to collect & manage mkt data.
Alt: Emplyr will accept a Master's deg or foreign equiv + 3 yrs of exp. Any suitable combo of edu, training or exp is acceptable.
Qualified applicants please submit resumes to & utilize reference code PR0217-CT
WebID: Category: Marketing & Biz Dev , Keywords: Market Risk Manager
Employment Type:  Permanent
Region/Country:  Americas, United States
States/Counties:  Illinois
City:  Chicago
Post Code:  60611
Address: 
03/12/2017

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