Senior Risk Management – US Rates Market Risk
JOB DESCRIPTION
Our client is looking to fill a Sr Risk Manager to join the US Rates desk. The Interest Rates team within Market Risk Management is responsible for all rates products, covering US interest rates and derivatives.
Responsibilities:
- Sit at the trading desk to monitor and oversee risk exposure measurements and limits
- Develop and maintain market risk limit frameworks
- Review and monitor new trades and transactions
- Develop stress testing for risk concentrations by various dimensions (single issuer, risk ratings, geography, sector, etc)
- Contribute to the development of better tools which will monitor and report the daily exposure and risk move
- Product coverage: US rates, inflation swaptions, caps, floors, agency MBS, derivatives (vanilla and exotic)
Requirements:
- Minimum Masters degree (MS/MBA) in a quantitative discipline (i.e. Mathematics, Statistics, Computer Science)
- Min 4+ years of front office market risk management experience
- Market risk experience with interest rate products (US vanilla and exotic rates)
- Demonstrated numerate and analytical skills, understanding of market and credit risk methodologies (VaR, Economic Capital, etc)
- Computer skills: Excel, VBA, Access, SQL
- Excellent communication skills (written, verbal, presentation)
Keywords: risk manager, market risk, risk analysis, interest rates, vanilla, structured rates, exotic rates, economic capital, credit risk, risk management, quantitative risk management, risk quant, VaR, value at risk, Excel, VBA, MS Access, SQL, MS, MBA, New York, USA
Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies
We Welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books.
Applying: risk.americas@gqrgm.com
Search Consultant: Kasey Churchill –please mention job title
Contact Telephone Number: 310-807-5030
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com
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