l****u 发帖数: 20 | 1 I have a friend looking for a risk analyst. If you are interested and meet
the requirement, please email me your resume and I will forward it.
Risk Analyst
Job Description
Daily, weekly, & monthly risk measurement and reporting process
Work with traders on adhoc risk assessments/ projects
Working with IT to ensure the efficacy of the risk process
Utilize various mathematical methods to analyze the statistical
correlation of various energy trading markets/
Conduct statistical studies, such as backtesting and principal
components analysis, on identified risk factors across the energy trading
industry.
Using probability theory, construct models with financial computer-
aided design and spreadsheet software that represent the dynamics of key
risk factors.
Research and code option models; analyze futures, options, and other
instruments.
Maintain, test, and refine value at risk (VaR) and stress models;
perform VaR scenario analysis upon request.
Evaluate risk analysis in the energy markets, including derivatives,
option valuation, option sensitivities, Monte Carlo VaR, currencies,
interest rates, ad credit.
Education
MBA or MS in Financial Mathematics or Financial Engineering.
Required Experience
Prior internship or work experience in Risk is a plus.
Job Location
Stamford, Connecticut, United States
Position Type
Full-Time/Regular | l******n 发帖数: 9344 | 2 好歹说个package range
【在 l****u 的大作中提到】 : I have a friend looking for a risk analyst. If you are interested and meet : the requirement, please email me your resume and I will forward it. : Risk Analyst : Job Description : Daily, weekly, & monthly risk measurement and reporting process : Work with traders on adhoc risk assessments/ projects : Working with IT to ensure the efficacy of the risk process : Utilize various mathematical methods to analyze the statistical : correlation of various energy trading markets/ : Conduct statistical studies, such as backtesting and principal
| w********a 发帖数: 7 | | w********a 发帖数: 7 | | j*********8 发帖数: 1 | | l****u 发帖数: 20 | 6 Already filled. Thanks!
【在 l****u 的大作中提到】 : I have a friend looking for a risk analyst. If you are interested and meet : the requirement, please email me your resume and I will forward it. : Risk Analyst : Job Description : Daily, weekly, & monthly risk measurement and reporting process : Work with traders on adhoc risk assessments/ projects : Working with IT to ensure the efficacy of the risk process : Utilize various mathematical methods to analyze the statistical : correlation of various energy trading markets/ : Conduct statistical studies, such as backtesting and principal
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