Financial Services Client
Office Status: Hybrid
Salary: $140,000 – $200,000
Responsibilities:
- Measure market volatility risk and its impact on DTCC margin requirement, through quantitative techniques and risk methodologies.
- Assess and monitor counterparties’ credit risk associated with Securities lending Counterparties.
- Research market events impacting securities financing.
- Assist with collateral management oversight for reinvest vehicles.
- Produce ad hoc metrics to assist management decision making.
- Perform regulatory capital related calculations and projections.
- Monitor Stock Loan activities and procedures to ensure compliance with established business policies and regulations.
- Assist in development of comprehensive methodologies and metrics for operating, credit and market risk.
- Evaluate processes and monitor controls for managing business risk.
- Communicate Risk related policies and positions to the securities lending division.
- Prepare reports for management and oversight committees, as required
- Communicate with Securities Lending trading desk to ensure credit and other Risk parameters are appropriately managed to.
- Gather and submit documentation to support borrower AML/KYC onboarding and file renewal process
- Provide Risk Management representation at working groups related to business and technology development
- Participate in new client and borrower on-boarding initiatives.