An Industry Leading Prop Trading Firm is looking to hire a Counterparty Risk Manager to join their team in NYC. This individual will be instrumental in developing the firm's counterparty risk framework, collaborating with teams across the business to design risk systems and processes, optimize asset allocation and margin, and enhance and enforce counterparty risk limits.
The firm trades all asset classes, but their focus is on Fixed Income, Credit, and Crypto products and derivatives. They are running a multitude of strategies including Arbitrage, Relative Value, and Quantitative Strategies.
- Develop and continue to build out the firm's counterparty risk function
- Collaborate with senior risk management and traders to design and implement the counterparty risk framework
- Assess risks related to counterparties and trade execution platforms engaged with the firm
- Determine exposure limits on the firm's crypto trading counterparties as they expand further in to the crypto markets
- Effectively challenge trading activity to enforce risk limits and optimize margin and asset allocation
- 3+ years of experience within Counterparty Risk Management, Quant Research, Modeling, or Trading
- Strong product knowledge covering fixed income, credit, and crypto assets
- Strong knowledge of stat-arb, relative value, and quantitative trading strategies
- Hands on experience using Python, SQL, or similar languages
- Excellent communication skills and ability to present to senior stakeholders