June 2012 Risk Analyst openings in Rates, F/X, commodities and credit products.

1. Please note: this client cannot sponsor for H1-B unless the candidate has already applied for and is in process of obtaining permanent
residency. TN visas are acceptable. Qualified, interested parties should email their resume and cover letter to Dan Ogden, Managing
Director, at dan.ogden@rockwood-search.com. Confidentiality assured.
Market Risk Analysts – Rates/FX, Credit, Commodities/ NYC
Our client, a major utility to the financial services industry, seeks Market Risk Analysts with expertise in one of several distinct
product areas for an exciting opportunity to be at the cutting edge of risk management at some of the world’s largest and most
complex financial institutions.
Our client’s Market Risk team supports and provides supervisory guidance and oversight to the trading and capital markets activities
of financial institutions in both existing and emerging products with the objective of promoting market integrity and financial stability
in both the US and globally at the systemic level.
The successful candidate will have a proven record of strong analytical thinking, good managerial skills, including the ability to
manage projects, and excellent written and oral communication skills; on the latter, significant internal and external communications
are required both in writing and in the form of in-person presentations – “executive presence” is an absolute requirement.
In order to successfully complete the responsibilities of the role, n-depth knowledge of any the following underlying product areas and
their listed/OTC derivatives (vanilla to complex) is highly desirable:
• Rates and foreign exchange
• Credit (traded and structured)
• Commodities (agriculturals, energies, livestock, precious metals – physicals and financials)
Functionally, candidates should understand modeling, risk valuation and/or price verification for one of the above product areas and
that product area’s derivatives.
Finally, the successful candidate will demonstrate the ability to quickly develop a supervisory perspective on markets, financial
institutions and financial stability.
Responsibilities:
The candidate’s time is expected to be divided among the following three job responsibilities:
1. Monitoring of Risk Profiles: As part of a team located on-site at a systemically important financial institution, monitor the risk
levels of traded products and capital markets activities of those institutions. Identify emerging risks as markets evolve and as new
financial products come to market.
2. Examinations: Participate in or lead examinations of the market risk management function at financial institutions (mostly local
travel of up to 30% may be required). Present examination results to various levels of executive management internally and at
supervised institutions.
3. Projects: Participate in or lead projects on industry-wide risk-taking, risk management practices, stress testing or other issues
related to financial stability.
Requirements:
• At a minimum, a Bachelors degree in a quantitative discipline (e.g., economics, finance, mathematics, etc.), or a Bachelors degree
in a non-quantitative discipline with extensive quantitative work experience;
• a Masters degree (MBA, MA, MS) with specialization in economics, finance, statistics or other quantitative disciplines is highly
desirable.
In addition, candidates should be able to demonstrate:
• Strong quantitative and analytical thinking skills, with the ability to understand complex, technical topics.
• Familiarity with econometrics, finance theory and statistical analysis.
• Familiarity with term structure models, option pricing theory, and various VaR methodologies would be ideal.
• Excellent written and oral communication skills, including well-developed presentation skills.