Market Risk Analyst

International Investment Bank is in need of a market risk analyst to join their Market Risk Team.  This individual will be the junior member of the team that is responsible for the analysis of the risk metrics and the risk reporting for Structured Products, specifically CDO,CDS, Bonds, and ABS.  Responsibilities include evaluation of the changes in risk, ratings, collateral, and other analytics of the portfolio.  The position also involves acquiring an depth knowledge of stress testing and valuations of a Negative Base Trade Portfolio.   There will be interaction with the traders and business managers and ensuring the production and accuracy of the reporting.  Qualified candidate must have a college degree, an advanced degree a plus.  Knowledge of CDO, CDS, Bonds  ABS and Structured Products a must along with experience with stress testing and working with Negative Based Trades.  Knowledge of portfolio valuations needed.  Excellent verbal and written communication skills are a must along with proficiency in Excel/VBA and Access.  Salary is commensurate with current compensation and experience