AVP / VP
The Role
- Reporting into the business, liaise extensively with external clients and actively manage their daily intra-day portfolio risk across all asset classes strategies
- Set limits charge initial margin to PB clients
- Cover all prime services offerings including: Financing,FX Prime Derivative clearing services
- Provide input to the quant teams in regards to improving margin methodology
- On the DCS business, work closely with clearing houses and attend meetings on margin methodology
- Work extensively with different departments in the business including; Sales, Trading Risk Management
The Candidate
- Strong academic quantitative background
- Cross asset exposure from a risk management perspective across OTC Derivatives
- Previous experience working within PB Risk within a reputable investment bank ideal, but not essential
- Ability to face off to clients, challenging them as and when required
- Ability to communicate effectively internally with senior stakeholders within the business
- Be commercially savvy and pragmatic
If you would like more information, please contact 0203 141 8014 or e-mail risk@gqrgm.com
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