Client seeking a seasoned & experienced market risk professional to join their Risk Management group in NYC. This role will cover a variety of products including equities, fixed income, options, futures, OTC derivatives, and commodities across markets globally. The role will report directly to the CRO.
- Maintain and facilitate implementation of the firm’s risk management framework, which includes management of key risk governance activities
- Actively monitors the risk-taking activities and risk exposure to ensure the Company’s risk management policies and strategies are in compliance with applicable regulations, the Company’s strategic objectives and the Board of Directors’ risk appetite
- Monitor and address market risks through the use of VaR based risk analysis, Stress testing, Scenario shocks, Open Interest reports, Debit reports, P&L erosion reports and reviewing large trades.
- 7+ years risk management and/or trading experience with a focus on derivatives.
- Multi-asset financial product and market knowledge.
- Deep understanding of option portfolios’ risks