A major international investment bank in NYC is looking for an experienced market risk manager to join their America's Market Risk Team to provide oversight for their Rates and Interest Rates Options Trading Desk. The firm has over 150K employees globally and is actively expanding their footprint by growing out their operations in the U.S. They strive to be the most trusted financial services company globally, and provide a plethora of opportunities internally that will set you up for a successful future with their firm.
For this position, the company is looking for a candidate with first-hand experience providing market risk oversight for Rates and Interest Rate Options. You will be expected to interact heavily with Front Office personnel to set risk appetites as well as limits to be in line with their overall risk appetite. The ideal candidate will have a strong understanding of market trends and how that impacts an investment portfolio.
- Market Risk Oversight for Rates and IR Options
- Work w/ Front Office and the Trading Desk to set risk appetite and limits
- Recommend transaction approval
- Work w/ Quantitative Development team in order to improve upon their existing model inventory
- Liaise with Sr. Managers, Risk Committees, and Regulatory governing bodies
- Cross-functional with Market Risk and Credit Risk
- 5-7 years experience in market risk management or trading position
- Bachelors or Masters in a Quantitative discipline
- Strong product knowledge across bonds, IR swaps, IR options, Structured Products, Derivatives
- Excel & VBA
- Strong communication