Traded Credit Market Risk Manager
JOB DESCRIPTION
We are looking for a self-sufficient self-starter to join the Traded Credit team as an experienced Market Risk Manager. You will be working with each trading desk to identify market risk factors and provide risk oversight to the traded credit business.
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)
- Product coverage: credit, credit derivatives, sovereign, corporate, currency bonds, CDS, CVA, FX, IR, etc.
Requirements:
- Minimum Masters degree (MS/MBA) in a quantitative discipline (i.e. Mathematics, Statistics, Computer Science), PhD preferred
- 4-7 years of relevant experience in traded credit / flow trading market risk management
- Market risk experience with traded credit and credit derivatives
- Demonstrated numerate and analytical skills, understanding of market risk methodologies (VaR, tail risk, etc)
- Self-starter, able to work with limited supervision, and strong analytical skills
- Computer skills: Excel, VBA
- Excellent communication skills (written, verbal, presentation)
Keywords: risk manager, market risk, risk analysis, traded credit, risk management, quantitative risk management, risk quant, credit derivatives, sovereign, corporate, currency bonds, CDS, CVA, FX, foreign exchange, currencies, IR, interest rates, rates, VaR, value at risk, Excel, VBA, New York, USA
APPLY | risk.americas@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
Search Consultant: James Friend
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 8.00-18.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 020.3207.9090
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.g-q-r.com.
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