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 LATAM 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 credit or emerging markets 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, emerging markets, EM, LATAM, Latin America, Latin American, risk management, quantitative risk management, risk quant, VaR, value at risk, Excel, VBA, 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: jobs@gqrgm.com
Contact: James Friend on +44 (0) 203 141 8000
VISIT US | www.g-q-r.com/vacancies
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 | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 0203.141.8000
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 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 Markets
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