מציאת משרת הייטק בחברות הטובות ביותר מעולם לא הייתה קלה יותר
Bank Of America Reporting & Governance Sr Analyst United States, North Carolina, Charlotte 807122972
Job Description
Working closely with the Risk Methodology, Line of Business Risk Managers and Technology teams, the candidate will provide support for the production of market risk and counterparty risk models. With a good working knowledge of market risk infrastructure, data flows and market risk and counterparty risk models, the candidate will be expected to play a significant role in the process design and risk system requirements, ensuring the completeness and accuracy of all market risk models.The candidate will liaise with Line of Business Risk Managers to provide quantitative risk implications of regulatory changes, new product development etc. and enhance market risk models to reflect changes in the business environment. The role requires a flexible approach that can deal with problems that require pragmatic solutions and innovative thinking. A good understanding of the key risk drivers at product, business and firm-wide levels is required. The ability to communicate to Line of Business Risk Managers potential risks is required.
Required Qualifications:
• Bachelor’s or Master’s Degree in business, economics, finance, computer science, mathematics, engineering or equivalent discipline.
• At least two year’s work experience in Finance with a strong preference for candidates with a Market Risk or Counterparty Risk background.
• Advanced desktop technology skills such as Excel and PowerPoint is a must.
• Excellent verbal and written communication skills, including well-developed presentation skills.
• A thorough understanding of Market Risk or Counterparty Risk models including Value at Risk, Stress Test models related economic capital regulations is required.
• A demonstrated track record in process execution, process control and process re-engineering in the Market Risk or Counterparty Risk realms is required.
• A detailed understanding of the mathematical principles underlier these risk models and how these principles are implemented and controlled in large scale risk systems is highly desirable.
• A broad knowledge of equity and fixed income financial products including, FX, interest rate and credit products.
• Experience in quantitative computer programming (VBA, SQL, Python) a plus.
משרות נוספות שיכולות לעניין אותך
