Hello Friends,
-- Good Morning!
We have an urgent requirement with respect to below opening. Please share only the matching profiles with rate and contact at spvishnu@sprucetech.net
Position: Sr Business Analyst with Market Risk and Credit Risk Experience
Location: NYC , NY
Duration: Long Term
Rate: DOE
The requirement demands Market and Credit Risk Experience, fairly knowledgeable on CCAR and DFAST. Technical skills to write and execute SQL queries.
Required Skills:
Strong Data Mining Skills: Complex SQL queries, Microsoft Excel, Sybase and/or Oracle skills.
- Data processing with development background with IB financial products is required
- Ability to process and analyze data files/transactions using shell scripting language is required
Ability to identify AS-IS functionality by analyzing application tables, data, code and architecture components
Knowledgeable in Credit or Market Risk methodologies VaR, PE, MPE, Standard and Specific Risk, P&L Valuations, Monte-Carlo
Functional/data architecture skills; translating data flows across Front Office, Risk and Finance systems
Experience in documenting data flow and system diagrams
Ability to translate business processes to system architecture
Familiarity with Dodd-Frank Act and US-specific Basel III regulatory rules is required
Investment Banking product knowledge essential.
Working knowledge of the recent US capital regulations for big financial institutions, such as CCAR.
Extensive calculation knowledge on Market Risk VaR and Credit Risk Potential Exposure, Expected Exposure
Extensive knowledge on Trades,Sensitivities,Positions,Security,Collatera and Netting concepts.
Ability to use quantitative and analytical problem
Strong Data Mining Skills: Complex SQL queries, Microsoft Excel, Sybase and/or Oracle skills.
- Data processing with development background with IB financial products is required
- Ability to process and analyze data files/transactions using shell scripting language is required
Ability to identify AS-IS functionality by analyzing application tables, data, code and architecture components
Knowledgeable in Credit or Market Risk methodologies VaR, PE, MPE, Standard and Specific Risk, P&L Valuations, Monte-Carlo
Functional/data architecture skills; translating data flows across Front Office, Risk and Finance systems
Experience in documenting data flow and system diagrams
Ability to translate business processes to system architecture
Familiarity with Dodd-Frank Act and US-specific Basel III regulatory rules is required
Investment Banking product knowledge essential.
Working knowledge of the recent US capital regulations for big financial institutions, such as CCAR.
Extensive calculation knowledge on Market Risk VaR and Credit Risk Potential Exposure, Expected Exposure
Extensive knowledge on Trades,Sensitivities,Positions,Security,Collatera and Netting concepts.
Ability to use quantitative and analytical problem
If you need any more info, please feel free to call me at 973-557-2949
Thanks and Regards
Vishnu SP
Spruce Technology, Inc.
1149 Bloomfield Ave. Clifton, NJ 07012
O: 973-557-2949 | F: 201-338-6260
spvishnu@sprucetech.net | www.sprucetech.com
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