NYC Investment Bank looking for Global Market Risk System Manage recruitment
You will combine your Market Risk experience and Risk System expertise to manage the daily global production of Market Risk. You will use your management skills to lead this team to work with the Market Risk team and ensure accurate Market Risk data. You will also use your Quantitative background to design, monitor and enhance risk tools and price and valuate risk models appropriately. You will use your strong communication skills to interface with the front office on day-to-day trades, as well liaise with the staff, finance and operations. You will gain exposure to Market Risk across all products globally and have the opportunity to work with Senior Management.
This is a unique opportunity to combine your Market Risk experience, Systems expertise to lead this global team.
Requirements:
-MS / MA in Quantitative field such as Mathematics, Finance, Economics, Statistics etc
-10 + years experience in Market Risk
-5 + years Market Risk Control experience
-3 + years direct management experience
-Must have strong troubleshooting skills
-Experience with VBA, SQL
-Excellent verbal and written skills
-Excellent project management skills
-In depth knowledge of Basel II, Dodd-Frank and Volker Rules specifically for Market Risk
Please send your resume in Word doc format to Mairin with Huxley Associates for immediate consideration.
Market Risk, Risk, Interest Rate, Foreign Exchange, FX, Quant, Quantitative, Capital Markets, Portfolio Management
