International Banking Client
Office Status: Hybrid
Salary: $140,000 – $170,000
Responsibilities:
- Provide Market Risk oversight for Secured Financing (Equity Margin Loans, Structured Repos, etc.), Equity Convertible
- Bonds and other Equity/Credit related businesses in the US, as well as Market Risk aspect of Counterparty Risk (IR and FX derivatives)
- Work with business and other risk areas to appropriately set risk appetite and limits to ensure alignment with business strategy and firm’s overall risk appetite
- Review and recommend approval for transactions as part of the pre-transaction approval framework
- Liaise closely with business to better understand market trends and impact on portfolio
- Analyze market risk exposures at counterparty level, including the identification of top concentrations
- Enhance stress testing framework as part of on-going risk management activities
- Work with the quantitative development team to enhance existing models to ensure risks are appropriately captured
- Report and present Market Risks to senior management, risk committees, and regulators
- Collaborate closely will colleagues within Market Risk as well as in Credit Risk
- Supports the execution of strategic initiatives in collaboration with internal and external stakeholders