VP, Market & Liquidity Risk Manager
A Global Investment Bank in NYC, who is looking to expand their Risk Management Function, is looking to hire a VP to join their Market Risk team to assess trade performances and conduct market, credit, and liquidity risk monitoring, analysis, stress testing, and reporting.
This individual will act as a key point of contact within the team and will contribute to methodology developments for capturing risk while being a part of the Market Risk and Liquidity Risk Coverages. The team is lean, offering high levels of visibility to senior leadership, however the firm has a large scope globally.
The bank is targeting individuals with 6+ years of experience in Market or Liquidity Risk, with previous experience with MBS products and associated metrics like VaR, DV01 and CS01. The team has been together for a while up to date, which has allowed for some of the best culture around. They expect candidates to be able to contribute at a high level to their team and their culture.
Role Objectives
- Develop, Oversee and Implement risk frameworks for the Branch
- Analyze and price MBS, ABS, CLOs, etc., as well as non-securitized products such as corporate bonds
- Use Python, VBA, etc. to contribute to risk methodology and system infrastructure developments
- Assess trade performance
- Monitor, Analyze, and Report Market and Liquidity Risk
Qualifications and Skills
- Minimum 6+ years of experience in Risk Management, Market or Liquidity
- Experience with Securitized and Financial Products
- Proficiency with financial applications, e.g., Bloomberg, Polypaths, Yield Book, Summit, Black-Knight prepayment model.
- Knowledge of Basel framework
- Deep understanding of Financial Market Mechanisms
- Project management and communication skills.
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