VP, Market Risk

Full Time

International Financial Holdings Client

Office Status: Hybrid

Overview:

Market Risk Management is looking to hire a Market Risk VP to participate in covering the US Flow Rates business. The risk manager will be responsible for making themselves aware of all significant market risk positions and for performing quantitative and qualitative analysis of all material positions and risks. The successful candidate will report to the US Head of Macro risk and will have experience across US Interest Rate markets.

Responsibilities:

  • Cover Market Risk for the Government, Agency, Inflation, Repo, Options, Structured Rates and Swaps desks in the US.
  • Work closely and communicate effectively with traders/FO.
  • To monitor market activity, review positions taken by risk takers and to communicate to senior management:
    • Daily review of market news and movement
    • Daily review of positions taken and changes to the positions
  • Monitor global limits and take action when necessary.
  • Produce appropriate risk & stress data.
  • Analyze risks taken by the business:
    • Greek sensitivities at trade or portfolio level
    • Positions, Sensitivities & VaR figures
    • Stress Test Results & Economic Capital.
  • Work closely and manage relationships with groups outside of Market Risk, such as Research, Quantitative Research, Trading, Finance, Product Control, Market Risk Technology, Regulatory, and Internal Audit.

Qualifications:

  • Minimum 5-years of professional experience in US Fixed Income markets.
  • Minimum 5-years of professional experience in trading/price-testing or risk managing IR Derivatives and Options.
  • Proficient in Microsoft Excel, VBA & Python. R, Stata or MatLab is a plus.
  • Numerically and quantitatively capable.
  • Professional, self-motivated, and adaptable person who can work effectively under pressure.
  • Positive attitude and attention to detail.
  • Ability to work and solve problems independently, and be able to work in a deadline oriented environment.
  • Excellent verbal and written communication skills.
  • Ability to improve current processes and achieve efficiencies.
  • Strong team player who can work well with colleagues of various levels and internal clients across regions.
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