Lewis James Professional
Derivative and Analytics Reporting Manager (Columbus, OH)
Columbus, Ohio
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Derivative and Analytics Reporting Manager
Lewis James Professional is a woman-owned staff augmentation, project consulting and direct hire search and placement firm. We are currently seeking a Derivative and Analytics Reporting Manager for a direct hire opportunity with a financial services client.
Responsibilities:
- Establish and implement market and counterparty credit risk measurement models, as well as profit and loss analysis.
- Responsible for monitoring and documenting in support of Capital Markets activities.
- Responsible for presentation materials and regulatory market risk disclosures.
- Monitor results in alignment with internal, supervisory market risk management and model risk management expectations.
- In charge of research and analysis to effectively measure residual market risks in FX, commodity, interest rate derivative, mortgage-backed security and fixed income portfolios.
Qualifications:
- Bachelor’s degree required; master’s degree preferred.
- 5 or more years’ experience in Capital Market Analytics.
- Strong understanding of VaR, stressed VaR, modeling and regulatory capital framework.
- Knowledge of quantitative correlation modeling techniques.
For immediate consideration, please click “Apply” and use Job Code BHJOB11837_ 4055. You may also send a copy of your resume to: resumes@lewisjamesprofessional.com and enter only the following job code in the subject line: BHJOB11837_ 4055. Lewis James Professional is an Equal Opportunity Employer. M/F/D/V