INVESTMENT BANK – Risk Management & Quantitative Analytics

 

Avenir Consulting has a number of long and short term contracts within financial market institutions, such as Investment Banks, Hedge Funds, Market Makers, Brokers, Wealth Managers and Super Funds, that cover a multitude of disciplines.

 

If you have over one year in financial markets within the following disciplines:

 

• Credit Risk Management

• Counterparty Credit Risk Management

• Traded Market Risk Management

• Non-Traded Market Risk Management

• Risk Manager

• Market Risk Oversight & VaR

• Data Warehouse, Market & Credit Risk Production

• Risk & Compliance  

• AML, CTF & Sanctions Filters

• Assurance

• Enterprise Risk

• Audit and Operational Risk

• Regulatory Affairs

• Quantitative Analytics

• Financial Engineering

• Financial Instrument Valuation

• Derivative Pricing (including implied Yield Curves & the Greeks)

• Concentration Analysis

• Back Testing, Stress testing & Historical Simulation

• Cash-flow modelling

• Interest Rate Risk

• ALM, Funding or Liquidity Risk

• Economic Capital & Balance-Sheet management

• Transfer Pricing

• Treasury Risk Management & Hedging

 

Hands on experience of the following systems:

 

• Murex

• Summit

• Algorithmics

• SAS

• SQL

• Sungard

• Open Link

• Fermat CAD

• KRM - Kamakura

• D-RIMC

• Charles River

• Calypso

• Bloomberg

• Barra

• StatPro Revolution

• Fitch Solutions

• Oracle Crystal Ball

• Portfolio Risk Management - S&P

• Risk Analytics - SS&C Tech

• Risque

•  

Product knowledge including the following financial instruments

 

• Equities

• MM Money Markets

• (FI) Fixed Interest & (IR) Interest Rate

• Commodities

• FX

• Futures

• Derivatives (Options & Swaps)

• OTC & Structured Products

• Bonds & REPO's

• CFD's

• Asset Backed Securities

• Loans

 

Lengths of contract vary from 6 weeks to 6 months and overseas workers who retain valid working rights are encouraged to apply.