Global Market Risk- Director recruitment
Analyze and comment on changes in the Firm’s VaR on a daily basis across multiple asset classes. Responsible for all governance and reporting related issues within an investment banking group. Responsible for authoring the market risk section of the quarterly and yearly SEC financial disclosures (10-Q and 10-K) as well as preparing metrics and talking points. Establishes market risk management policies, procedures and standards.
Requirements:
- Masters degree in Quantitative field
- 7+ years Market Risk Management experience
- Excellent communication skills
- Experience working with Regulators and regulatory reporting
- Experience with multiple asset classes
- Experience with VBA and SQL is required (able to write and trouble shoot VBA macros)