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Associate, Market Risk Reporting

  • New York, NY
  • Full Time

Apply for the Associate, Market Risk Reporting position

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Office Status: Hybrid
Salary: $100,000 – $150,000

Responsibilities:

  • Designing/implementation/running reports and diagnostics for various funding, margin and liquidity related activities, analyzing risk & pnl of the central funding book in CM, optimized usage of CM liquidity sources
  • Creating various dashboards for financial resource management in dissecting CM derivatives portfolio by asset classes, counterparty types, csa, etc.
  • Work closely with other teams including Trading, Sales and xVA desk on funding & margin related pricing for new deals.
  • Work on other adhoc and critical projects related to the FRM team and liaise with other front, middle and back office teams
  • Preferable to have candidates with Excel VBA expertise and proficient in Python and Power BI for dashboard and report generation