Market Risk Associate/ AVP Role
Business Description:
My client is a top investment bank and they are looking to fill an ANALYST position within the Market Risk Middle Office team in New York City. Market Risk MO is a group under Market Risk Management within Corporate Risk Management. The group is responsible for Market Risk data control and risk analysis. Examples of the group's work include daily Value-at-Risk, Market data and Stress analysis and verification, Legal Entity and Stress Testing reporting and controlling.
Responsibilities:
•Work with a team of 2 others to support the daily activities of Market Risk Managers surrounding the sign-off of VaR, capital and other risk sensitivities.
•Review business unit, legal entity, regional and corporate Regulatory VAR for reasonableness and produce various daily risk reports for distribution to senior management.
•Work closely and manage relationships with groups outside of Market Risk, such as Finance/Product Control, Market Risk Technology, Regulatory Reporting and Internal Audit.
Complete ad hoc projects and infrastructure process improvement initiatives around the reporting, Systems Release.
•Manage and own all Limit Change, Excess and other usage metrics for regular monthly reporting, and to present to regulators.
•Research and resolve Finance/Product Control, Regulatory Reporting and Audit inquiries with respect Regulatory VaR, and limit usage/changes.
Qualifications:
•Professional, self-motivated, and adaptable person who can work effectively under pressure.
•Positive attitude and attention to detail.
•Ability to work and solve problems independently, and be able to work in a deadline oriented environment working with large amounts of data.
•Excellent verbal and written communication skills, with the ability to create and present training materials.
•Very proficient and experienced in Microsoft Excel, using advanced formulas, vlookup, etc.; Pivot tables; data management and linking to external databases, etc.; ability to build macros and VBA key requirement.
•Proficient with using other Microsoft products including PowerPoint, Word, Outlook, etc.
•Ability to improve current processes and achieve efficiencies (assist in build out of current reporting infrastructure).
•Strong team player who can work well with colleagues of various levels and internal clients across regions.
•University graduate in Finance or related discipline (such as Management of Information Systems) preferred.
APPLY | risk.americas@gqrgm.com
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