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ISG Derivative Clearing Risk is responsible for monitoring and managing the market risk of multi-asset portfolios in the listed markets on both an intraday and overnight risk basis. Our client base includes large institutional fund managers, hedge funds, CTAs, market makers, international corporations and broker dealers. We are staffed globally with offices in New York, Chicago, San Francisco, London, Glasgow, Hong Kong, Tokyo, Sydney and Mumbai. Currently we are seeking an experienced VP level candidate to join the Risk team in the New York office.
A successful candidate would be expected to:
Perform risk analysis of global multi-asset portfolios to assess market and liquidity risks, with focus on equities, rates, commodities, and credit.
Manage risk identification of model & portfolio assumptions, market inputs, pricing issues, and drive understanding of the design of respective risk measurement methodologies including VaR, stress testing, scenario analysis, liquidity analysis etc.
Significant involvement with strategic development work as it relates to enhancing current stress methodologies and risk analytics especially in the commodity space.
This role must work closely with the Trading, Sales, Credit and IT teams to ensure market risks are fully understood, captured and approaches challenged where necessary.
Work with market experts to develop a view of market conditions, ensuring deep understanding on inherent risk and be able to explain in a simple way both to internal decision makers and interested external parties, such as regulators, if required.
Explain margin methodologies and different risk management approaches to existing and prospective clients.
Engage with CCPs to understand drivers of exchange margins, and where necessary advocate for improvements. Requirements:
7+ years of experience in the financial services industry, with Listed Derivatives and/or Prime Brokerage knowledge required.
Strong quantitative and analytical skills required. Advanced degree in economics, finance, mathematics, statistics or related field preferred. FRM, ERP and/or CFA charter holder (or in the process obtaining) a plus.
Detailed knowledge of electric power and natural gas would be beneficial
An expert-level understanding of the regulatory requirements applicable to the futures markets, and a broad knowledge of the trading, operational, and risk management practices within an FCM and/or broker-dealer
This role will provide risk management expertise in complex areas and should be able to manage their own work with limited supervision
Detail oriented and able to challenge business requests with an independent mindset and expert advice
Able to provide clear and articulate guidance to internal stakeholders on policy and regulatory requirements, interacting with individuals at all levels within an organization
Strong interpersonal, verbal and written communication skills with a high level of intellectual curiosity.
Knowledge of CCPs structures and their respective margin methodologies a positive.
Internal Number: 5871820
About Morgan Stanley USA
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