Conducts advanced financial modeling, structuring & trading for company’s Structured Credit Trading Department.  Responsible for initiation, structuring, execution & risk management of synthetic collateralized debt obligations (CDO’s).  Responsible for daily trading & risk management of bonds, interest rate swaps, credit default swaps, CMBS indices, & CDO tranches.  Performs market risk analysis & sensitivities analysis on synthetic CDO portfolio.  Requirements: Master of Business Administration or Finance; & 18 months in position offered or as Risk Manager utilizing knowledge of risk management of synthetic CDO’s, bonds, interest rate swaps, & market risk analysis, sensitivity analysis, & single-tranche CDO’s.