Market Risk (Structured Credit) AVP
Responsibilities:
- Monitoring and analysis of market risk profile with principal emphasis on the Structured Credit Trading space.
- Communicating the key risks to Senior Management locally and in the US.
- Development of risk management analytics/applications, and coordinate their implementation in our in-house systems.
- Understand and report risk drivers and PnL movements.
- Deep dives into specific strategies/books, involving large amounts of data.
- Conduct time series analysis, back testing.
- Analysis of new transactions and trading strategies as required.
Liaising with the trading desks and other support partners on new initiatives, new products and risk issues.
Job requirements:
- Understanding of Risk Management frameworks, particularly VaR
- Education with quantitative bias and strong analytical skills
- Credit derivatives knowledge (CDS, CDO, Correlation products, CDS Index Options).
- Drill down and spreadsheet skills: ability to analyse the movements and drivers of Risk and VaR, down to product level as well as the ability to handle large data bases.
- Ability to discuss the detail behind the risk changes and new trades to ascertain the trading strategy
- Excellent Excel skills
- Team player, capable of working under pressure within a diverse team, operating in several time zones to tight deadlines
- Detail orientated
If you think you meet the above criteria please send your CV to allister.richardson@hudson.com apply now or call 020 7187 6048 to discuss.
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