What are the responsibilities and job description for the VP - Portfolio Risk Strategy position at Taurus Search?
Qualifications and Skills
- 5 years of experience in portfolio risk, market risk our counterparty credit risk
- Must have direct exposure to CCAR
- Direct experience with Rates & FX products
- Experience with PFE, EPE, EAD, collateral and netting structures, and quantitative exposure outputs
- Professional exposure to Python & data visualization tools are a plus
- Bachelor’s or Master's degree in Finance, Mathematics, Engineering (or a related quantitative field)
- CFA or FRM certification are a plus