Global Investment Bank is looking to add a VP Level Strategic Risk Analyst to their Risk Management team.  On a daily basis this person will be responsible for assessing the global risk profile of the Bank and recommend corrective action where appropriate.  This will include both market and credit risk.

This person will contribute to the review and signoff of materials for the Bank's monthly Risk Committee meeting, and preparing special projects within the Risk Management team.  Additional responsibilities include: primary analysis and review of the Risk Management Committee's monthly materials; highlighting and summarizing significant changes and issues; suggesting enhancements to submissions; providing strategic analysis and innovative solutions and communication them to the senior management.

Qualifications for this role include five plus years of financial experience ideally in a Risk Management or Front Office position with an Investment Bank; the ability to communicate analytics to senior management; solid knowledge of finance, including exposure to derivative instruments; highly motivated with attention to detail.  MS/MBA desired, but will consider undergrad with appropriate experience.

For immediate consideration please submit your resume in Word format to:  ian@comprehensiverecruiting.com

New York based multi-strategy hedge fund is looking to add an experienced Credit Risk Analyst to the firm. This person will be a part of the Risk Management group, focusing on fixed income, convertible and equity securities, both investment grade and below-investment grade. This person will be primarily responsible for analyzing and understanding the individual and aggregate credit risks to the firm.

On a daily basis this person will interact regularly with analysts and portfolio managers to understand investment holdings; analyze prospects to determine structure and covenants of issues and existing holdings; analyze and assess risks of complex structured transactions. Prepare and/ or compile financial and operating information on the company under investigation; utilize quantitative and qualitative information obtained to determine financial, competitive advantages and disadvantages; Track economic, market and industry data of importance; Proactively monitor industry/sector developments; Build relationships with analysts, portfolio managers, and other investment professionals within the firm to maximize the flow of timely information and to assist in monitoring and analyzing all credits and industries.

The ideal candidate will have at least 3-5 years or more experience within and investment bank or hedge fund with a focus involving Credit Risk Analysis. Prefer Masters degree in Finance or quantitative discipline; Previous experience within the Risk Management function of an Investment Bank, Hedge Fund or other investments organization with exposure to fixed income and credit products; The candidate must have a high level of proficiency in credit analysis and accounting, with an emphasis on financial statement analysis; Ability to analyze and assess corporate and financial structures, covenants, interest rates and other terms; Knowledge of current events/trends impacting business issues (i.e. macro-economic, socio-political, industry, etc); Strong programming (VBA, SQL, SAS and C++) skills required.

Relocation will be provided if needed.

For immediate consideration please submit your resume in Word Format to: ian@comprehensiverecruiting.com

The ideal candidate will have at least 3-5 years or more experience within and investment bank or hedge fund with a focus involving Equity Risk Analysis. Prefer Masters degree in Finance or quantitative discipline; Previous experience within the Risk Management function of an Investment Bank, Hedge Fund or other investments organization with exposure to equity markets; Candidate must demonstrate skill in VaR methods and understand their pros and cons for risk management and measurement; In depth knowledge of equity products, including equity derivatives and knowledge of other asset classes is a plus; Working knowledge of factor analysis techniques such as PCA, Eigen Value methods etc.; Knowledge of BARRA or equivalent model is a plus, some knowledge of fixed income and credit products desirable; Some light programming (Light VBA, SQL, SAS, Mathematica) skills required.

Relocation will be provided if needed.

For immediate consideration please submit your resume in Word Format to:  ian@comprehensiverecruiting.com

The ideal candidate will have an advanced degree in a quantitative field along with 3-5 years of finance experience.  Candidates should have a strong knowledge of finance, statistics and risk management along with statistical modeling experience. Knowledge of risk measures such as Value-at-Risk (VaR) and proficiency in actuarial modeling desired. 

For more information or immediate consideration please reference Job#JCK627 and submit resume in Word format to:  ian@comprehensiverecruiting.com