Organization
Financial
Location
New York City, NY
Description
Major International Banks seeks a Vice President, Market Risk Manager for the Global Markets Division for the America’s.
As the successful candidate, you will exercise your skills in monitoring market risk metrics including VaR, Stress Testing, risk sensitivities and will also be required to create market risk analysis and commentary on portfolios. The opportunity will allow you to have close interaction with front office and participate in the development and implementation of an enhanced Market Risk Testing program.
Your will be required to carry expert knowledge of capital market products including; Fixed Income, Interest Rate Derivatives, FX and Credit Derivatives.
Major Responsibilities:
- Excellent understanding of Fixed Income, Interest Rate Derivatives, FX and Credit Derivatives.
- Firm knowledge of market risk analytics, including VaR, scenario analysis and stress testing.
- Strong quantitative abilities such as modeling of Derivatives and securitized products.
- Proficient in VBA, Excel.
Job Requirements:
- 5+ years of experience in Market Risk
- Knowledge of Dodd Frank and Volcker Rule
- Expert communication, writing and presentation skills.
- Bachelors degree is preferred
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