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A global investment bank located in Midtown Manhattan is in need of a

excel/VBA programmer to work within their market risk team







Length: 6 Months+

Location: Midtown Manhattan





Job Description



- Design/implement data model and risk reporting tools for limit monitoring,

back testing, capital calculation, stress testing, capital calculation, Risk

identification, capture and assessment process



- Participate in analysis and testing of Global strategic risk calculation

and aggregation engines and components;



- Improve current modules with more standardization, robustness and

efficiency. Potentially apply the tools for wider usage across sites and

regions



- Work with users on software support, testing and maintenance issues



- Write functional spec, technical design/implementation and user guide

papers





Skills / Qualifications:



- Ideally 3-5 years of experience in financial services industry.



- Expert in SQL/Sybase; Experience in data model design



- Solid Excel/VBA programming skills and experience



- Knowledge of market risk measures and experience in market risk systems is

preferred



- Familiar with Java/Web programming is a plus



- Excellent verbal and written skills are a must. Must be able to explain

complex and/or technical matters clearly, accurately and simply. Frequent

interactions with market risk and credit risk managers, product controllers,

and senior IT developers. Timely feedback and escalation to line manager.



- Think out-of-the-box and be creative in software solutions with the target

and time-constraint in perspective



- Organized, detail-oriented and self-motivated quick learner and starter.

Ability to work in a team and develop & maintain relationships.



- Proactive and dynamic, be able to work on multiple projects simultaneously

and address ad-hoc requirements in an open, accurate and timely manner



- Exposure to financial products and risks are preferred; Experience in risk

reporting and design is a plus



- Excellent educational background in computational or quantitative field

(Computer Science, Math, Physics, Financial Engineering) is preferable.


Reference : Excel/VBA programmer-Midtown Manhattan (Hottest Po jobs

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Published at 10-26-2011
Viewed: 21 times