What are the responsibilities and job description for the Risk Specialist position at Stellent IT LLC?
Job Details
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Job Title:- Risk Specialist
Location: Onsite in NYC
Long Term Contract
Objective: To measure and control exposure to the risk of a counterparty defaulting on its obligations in derivatives or repurchase agreements.
Required knowledge:
- Key metrics:
- EE/EPE/ENE: Expected Exposure, Expected Positive/Negative Exposure.
- PFE: Potential Future Exposure (exposure distribution percentiles).
- RCM/EAD: Exposure at Default for regulatory purposes.
- Regulations:
- Basel III/CRR: SA-CCR, IMM.
- EMIR/Dodd-Frank regulations (collateral, margins).
- Required data:
- Netting sets, collateral, ratings, correlations.
- Forward curves and volatilities to simulate exposure.
- Mitigation models: Netting, Collateral, CDS hedging.
- Tools:
- Risk systems (Moody's, Murex, Quant libraries).
- Programming for simulations: Python, C , R, Matlab.
- Algorithmics
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Sandip Kumar
Sr. Tech RecruiterEmail:
Address:
505 Knolle Court
Saint Augustine, FL 32092Telephone:
1
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