What are the responsibilities and job description for the Senior Quantitative Risk Analyst position at KNM Resources?
• Work closely with marketers, traders, front office quantitative analysts, portfolio directors, and risk directors throughout the transaction process and will be responsible for facilitating the accurate valuation and independent risk oversight of transactions and various derivatives
• Be part of a team responsible for independently developing and validating derivative valuation models
• Ensure all applicable structured / non-standard transactions are captured and accurately modeled in the Risk Management department’s risk system
• Development and maintenance of option implied volatility surfaces which may be required for derivative valuations
• Accurately update period-end valuations and perform hedge effectiveness assessments in accordance with FAS 133 and/or GASB as applicable
• Ensure compliance with SOX related valuation controls and associated reporting requirements
• Maintain procedures and documentation governing the methodologies and processes followed by team
• Continuously examine relevant literature to ensure that the most appropriate models and the most accurate statistical techniques are being employed
Salary : $140