Market Risk Consultant
informatic technologiesNew York, NY
Market Risk Consultant
informatic technologiesNew York, NYSenior L5
Investment Banking and Securities IntermediationInternational, Secondary Market, and All Other Nondepository Credit IntermediationPortfolio Management and Investment Advice
APPLY NOWThe candidate performs in-depth research and analysis of market, credit, and trading data to identify risks, develop mitigation processes, and present findings to senior management. The candidate performs daily assessments of market conditions and acts as the first line of defense against systemic, idiosyncratic and counterparty-specific risks. The role is also responsible for creating reports for internal governance committees, measuring key risks, and escalating issues as appropriate.
Key Responsibilities:
- Liaise with market risk, financial surveillance, and other departments to familiarize others with counterparty credit, liquidity, and collateral risk profiles
- Perform daily procedures to monitor risk to the clearinghouse, including credit and liquidity stress testing, and escalate findings as necessary
- Demonstrate a strong understanding of applicable regulations at both domestic and international level as well as have a firm grasp of applicable rules in the clearinghouse's rule book
- Use technical skills, including knowledge of programming and financial mathematics, to maintain models
- Assist in preparing responses to ad hoc regulatory requests
- Skills and Software Requirements:
- Knowledge of Fixed Income, Cash Treasuries, and Repo Markets
- Experienced in Excel, PowerPoint and Word
- BloombergFamiliarity with relational databases (MS SQL, Oracle) and SQLAbility to manipulate large data sets
- Strong analytical, quantitative, and organizational skills
- Knowledge of financial analysis at an intermediate level
- Excellent written and verbal communication skills
- Capability to work independently as well as in a team setting
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Level
Senior L5
Location
New York, NY
Occupation
Financial Risk Specialists
Industry
Investment Banking and Securities Intermediation
Posted
8 days ago