Director - Risk Data Management
A leading Investment Bank in NYC is looking to hire a Director level candidate specialized in Market Risk and Data Management to join their broader US Portfolio Risk function.
This hire will report directly to the Head of Portfolio Risk and be responsible lead the team responsible for data governance of historical market data used in calculating VaR and other metrics used for Market, Liquidity, and Interest Rate Risk. This is a brand new, exciting position that offers significant runway with a dotted line to the CRO.
The ideal hire will be coming from a Market Data Management role, with prior experience in Market Risk, and an understanding of Market Risk models and calculations for FRTB. Top candidates would have excellent communication skills with technical expertise.
Responsibilities:
- Build and develop Market Risk Dashboards and Reports highlighting Data Management needs for Portfolio Risk
- Assist in the development of a rigorous project management framework
- Develop and implement a historical market data management framework
- Ensure data control standards align closely with BCBS239 requirements
- Ensure data quality and integrity
- Assign clear ownership of project milestones and ensure that owners deliver on their commitments
- Build an issue management framework to track and resolve data issues for trading desks and market risk
Qualifications:
- 8+ Years of experience in Risk Data Management, Market Risk, or Market Risk Analytics role
- Strong understanding of Market Risk and FRTB Data and their respective completeness efforts
- Solid knowledge and expertise in the use of project management methodologies and tools
- Excellent communication and technical skills
- Working ability in Python, SQL, and Tableau
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