Market Risk AVP
An international boutique investment bank with over 50 years of presence in New York City is seeking an experienced Risk Officer/AVP to join its Risk Management Department. This person would specialize in Treasury activities such as balance sheet refinancing and investments in securitized products (MBS, CLOs, ABS), the firm is looking for a candidate to focus on market, credit counterparty, and liquidity risk. This role involves developing and overseeing the risk framework, conducting risk monitoring, analysis, stress testing, and reporting.
Responsibilities
- Assess trade performance and monitor market, credit, and liquidity risks.
- Analyze and price securitized products (MBS, ABS, CLOs) and non-securitized products (corporate bonds).
- Prepare and deliver comprehensive risk reports for senior management.
- Contribute to risk methodology and system infrastructure improvements.
- Automate risk processes using coding languages such as Python and VBA.
- Ensure compliance with regulatory requirements, including Basel framework.
- Collaborate with Treasury and other business units to identify and mitigate risk.
- Develop and enhance risk models for valuation and exposure measurement.
Requirements
- 6-8 years of experience in risk management or financial risk consulting.
- Strong knowledge of securitized and financial products, including derivatives.
- Proficiency with Bloomberg, Polypaths, Yield Book, and Basel framework.
- Coding skills (Python, VBA) and ability to automate processes.
- Certifications such as FRM, CFA, or PRM are a plus.
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