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VP - Securitized Products Market Risk Manager

L5

selby jenningsBrooklyn, NY13 days ago

Occupations

Financial Risk SpecialistsFinancial and Investment AnalystsFinancial Quantitative Analysts

Industries

Investment Banking and Securities IntermediationPortfolio Management and Investment AdviceInternational, Secondary Market, and All Other Nondepository Credit Intermediation
A global investment bank is looking to bring on a VP level candidate to their Securitized Products Market Risk team to cover all Non-Agency Securitized Products in New York City. This person will be joining a well-established team and be responsible for sitting on the trade floor working directly with traders to assess risk usage and limit usage for the firm Securitized Products trading business. They will partner with traders to align risk appetite strategy, hedge strategy, and size risk limits. This hire will join a relatively lean team and have exposure to senior management and business decision makers, offering significant influence on the front office and within market risk. This ideal hire will have at least 4 years of experience in market risk, ideally covering a Securitized trading business but the team is keeping their options open.
Responsibilities:
  • To provide market risk oversight for the firm's Securitzed Product trading business covering all Non-Agency Products
  • Work directly with traders to explain risk metrics like VaR and P&L, explaining drivers and changes
  • Partner with traders and desk heads to set up risk limits, approve large trades, and optimize risk usage and risk appetite
Qualifications:
  • 4+ years of experience in market risk management ideally covering Securitized Products
  • Strong knowledge of various Non-Agency Securitized products like ABS, CLO, RMBS, CMBS, etc.
  • Working ability in Python and SQLExperience with FRTB would be nice but not required
  • Ability to work in a front office environment
Apply now (opens in a new tab)
Apply now (opens in a new tab)

Level

SeniorL5

Location

Brooklyn, NY

Occupation

Financial Risk Specialists

Industry

Investment Banking and Securities Intermediation

Posted

13 days ago

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