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Our Client is a leading International Banking Organization located in Manhattan.
Recommend appropriate risk limits and ensure processes are in place to monitor against limits. Review that the line of business activities fall within pre-established boundaries and expectations or concerns are escalated for management review.
Provide accurate and timely measurement of all relevant credit exposure - at a transaction and counterparty portfolio level to help facilitate credit decisions.
Assess complex PB, OTC, FX and Exchange Traded portfolios conducting stress, historical and scenario analysis calculations.
Provide analysis and recommendations to address elevated exposures and limit breaches.
Monitor global macro market environment, reporting on the impact of market events on current portfolios.
Communicate technical, analytical and conceptual information regarding market measurement/methodology to various internal stakeholder throughout the organization on a daily and weekly basis.
Participate in regional and global risk projects to enhance our risk assessment and monitoring.
Assist in regulatory inquiries involving Prime Services risk and margin framework.
2+ years of experience in Prime Brokerage Risk Management, Market Risk, or Counterparty Risk
Knowledge of VAR and/or PFE methodologies
Familiarity with methodologies for quantifying and analyzing market and credit risks and knowledge of exchange traded and OTC derivative products (FX, IR, Equities and Commodities).
Prime Brokerage margin methodology knowledge preferred
Demonstrated interest in markets and macro trends and the ability to assess impact on client portfolios
Ability to communicate effectively with senior stakeholders and client facing personnel including Client Services, Sales and Relationship Management to communicate risk appetite.
Undergraduate degree in a quantitative discipline preferred (Mathematics, Engineering or Computer Science)
Highly proficient Excel skills as well as knowledge of Python, VBA, and/or other programming languages a plus.
Good communication and writing skills sufficient to articulate ideas that involve interpretation, analysis and assessment of complex conceptual subjects
Ability to effectively manage multiple projects of varying complexity simultaneously.
Competitive Compensation + Industry Leading Benefits.
Internal Number: 4601973
About Michael Page International - US
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