send resumes to resume.newsgr...@gmail.com if interested.
Thanks.
//Responsibilities:
Periodic report production including:
Value at Risk and volatility reporting by portfolio
Backtesting and historical performance measurement
Portfolio segmentation analysis
Portfolio reporting
Performance
Exposure
Comparative analysis
Factor analysis reporting
Portfolio level
Position level
Expected return by position
Risk analysis by position
Marginal impact
Relative risk/reward performance
Stress testing
Correlation and concentration reporting
By name
By sector and industry
Development and maintenance of a risk management database:
Creation of a centralized risk management database repository
Daily data extraction from trading systems
Sourcing and storage of market pricing information
Automation of data feeds from the risk management database to other
applications or models
Supporting portfolio analysis:
Portfolio volatility analysis
Correlation and factor model development
Relative risk adjusted performance measurement
Historical and prospective
By position, portfolio, strategy, etc.
Ad hoc analysis of portfolio
//Background:
Microsoft.Net (C# preferred) and Microsoft SQL Server development
(required)
Excel and VBA (required)
2 to 4 yrs experience in financial services preferred
Strong analytic background (Engineering, Sciences, Math, Finance,
Economics)
Knowledge of finance, statistics, risk management, database
management and linear algebra useful
Please send resumes to resume.newsgr...@gmail.com if interested.
Thanks.
1  1717 
Hi,
U will get a better answer from Monster or careerbuilder
"Recruiter" <re**************@gmail.comwrote in message
news:11**********************@a26g2000pre.googlegr oups.com...
send resumes to resume.newsgr...@gmail.com if interested.
Thanks.
//Responsibilities:
Periodic report production including:
Value at Risk and volatility reporting by portfolio
Backtesting and historical performance measurement
Portfolio segmentation analysis
Portfolio reporting
Performance
Exposure
Comparative analysis
Factor analysis reporting
Portfolio level
Position level
Expected return by position
Risk analysis by position
Marginal impact
Relative risk/reward performance
Stress testing
Correlation and concentration reporting
By name
By sector and industry
Development and maintenance of a risk management database:
Creation of a centralized risk management database repository
Daily data extraction from trading systems
Sourcing and storage of market pricing information
Automation of data feeds from the risk management database to other
applications or models
Supporting portfolio analysis:
Portfolio volatility analysis
Correlation and factor model development
Relative risk adjusted performance measurement
Historical and prospective
By position, portfolio, strategy, etc.
Ad hoc analysis of portfolio
//Background:
Microsoft.Net (C# preferred) and Microsoft SQL Server development
(required)
Excel and VBA (required)
2 to 4 yrs experience in financial services preferred
Strong analytic background (Engineering, Sciences, Math, Finance,
Economics)
Knowledge of finance, statistics, risk management, database
management and linear algebra useful
Please send resumes to resume.newsgr...@gmail.com if interested.
Thanks.
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