VP - Securitized Products Market Risk Manager
A global investment bank is looking to bring on a VP level candidate to their Securitized Products Market Risk team to cover all Non-Agency Securitized Products in New York City.
This person will be joining a well-established team and be responsible for sitting on the trade floor working directly with traders to assess risk usage and limit usage for the firm Securitized Products trading business. They will partner with traders to align risk appetite strategy, hedge strategy, and size risk limits. This hire will join a relatively lean team and have exposure to senior management and business decision makers, offering significant influence on the front office and within market risk.
This ideal hire will have at least 4 years of experience in market risk, ideally covering a Securitized trading business but the team is keeping their options open.
Responsibilities:
- To provide market risk oversight for the firm's Securitzed Product trading business covering all Non-Agency Products
- Work directly with traders to explain risk metrics like VaR and P&L, explaining drivers and changes
- Partner with traders and desk heads to set up risk limits, approve large trades, and optimize risk usage and risk appetite
Qualifications:
- 4+ years of experience in market risk management ideally covering Securitized Products
- Strong knowledge of various Non-Agency Securitized products like ABS, CLO, RMBS, CMBS, etc.
- Working ability in Python and SQL
- Experience with FRTB would be nice but not required
- Ability to work in a front office environment
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your CV and details on file so when we see similar roles or see skillsets that drive growth in organisations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business.
That's why we recommend registering your CV so you can be considered for roles that have yet to be created.
Yes, we help with CV and interview preparation. From customised support on how to optimise your CV to interview preparation and compensation negotiations, we advocate for you throughout your next career move.