Margin and Market Risk Manager | Fixed income

GMF&F is a multi asset financing and custody group for Hedge Funds and UCITS clients. rnIt consists of Business Consultancy, Capital Introduction, Trading (Stock Loan
It consists of Business Consultancy, Capital Introduction, Trading (Stock Loan and Swaps ), Client Services, Documentation & Integration, Margin & Risk, Project Management and Sales

Department Summary

Margin & Risk are responsible for the levels of financing offered to the client and have control over the pricing of securities and releasing of any Fixed income from the account. Assets include Fixed income, Debt and their associated derivatives, Exchange Futures and Options, FX and Commodities. There are multiple strategic projects in progress.

For Margin & Risk the principal initiative is to create a Global Unified Margin Application. This involves implementing a client profiling system, creating a single data store, moving calculations onto a single platform and creating a new front end interface. In addition a new standardised reporting system for GMF&F is being developed

The margin and risk project manager will have the following responsibilities:

• Managing the projects for Margin and Risk that are assigned to New York
• Providing input to business requirements and feedback on functional specifications
• Liaising with technology and prioritising workload Updating local management and Global M&R project manager
• Updating other GMF&F departments of project progress and receiving feedback on new initiatives / product requests
• Creating test scripts as part of a UAT plan.
• Testing system calculations and operational flows.
• Documenting and managing test defects/issues.
• Executing parallel, performance and regression tests.
• Training margin users and providing post-implementation user support

The successful candidate is likely to have the following background and skill set:

• Prime Brokerage knowledge/experience
• Fixed income and Fixed Income product knowledge
• Project experience, ideally working in different roles e.g. analyst, tester, project administrator
• Business process re-engineering knowledge and practical use of structured project methodology
• Competence with MS Office: Word, Excel, PowerPoint, Project.
• Competence with project management tools such Mercury Quality Centre/Test Director.
• Conscientious, methodical individual.
• Ability to work independently.
• Effective communicator.
• People Management

Please send all applications to risk@selbyjennings.com

Type: Full-time

Location: New York

Category: Risk Jobs

Apply Email: risk@selbyjennings.com