Equity Derivatives VaR Risk Analyst-Trading Room

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 06 Sep 16

A NY Based Securities Firm is looking for an Equity Derivatives Market Risk Analyst to join the Risk Management team.

Risk Management is responsible for producing, reporting and analyzing daily VaR, Greeks, and P & L for the firms Equity Swaps Desk in New York.


  • Daily Market Risk Reports
  • VaR sensitivities including stress testing
  • Approving new transactions
  • Independent Pricing of Equity Derivatives
  • Month end Risk Management Reports
  • Member of Pricing and Risk Management team
  • New Product testing and Project Management
  • Liquidity Risk Management
  • Daily P&L and Reconciliations


  • Candidates must have 2-4 yrs of solid equity derivatives risk or product control experience
  • Variance Swaps, Single Name, Index, ETF
  • Deep understanding of equity options concepts
  • Deep understanding of equity derivatives hedging strategies
  • Deep Understanding of equity derivatives risk management and product control
  • Knowledge of VBA-a requirement
  • Knowledge of SQL-a plus
  • Experience with Sophis – a plus

Keywords: Market Risk, Volatility, Equity Derivatives, Variance Swaps, Options, Valuation, VaR, Exposure Limits, SQL

Please refer to Job #22330 - and send MS Word attached resume to jeg@analyticrecruiting.com