Traded Market Risk Manager
JOB DESCRIPTION
With a drive for growth in their capital markets division, our client is looking to hire an experienced self-sufficient self-starter to join the Traded Credit. We are looking for a credit products specialist who understands the underlying conceptual values and theories in a risk management context. You will be working with each trading desk to identify market risk factors and provide risk oversight to the LATAM business.
Responsibilities:
- Sit on the floor 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
- Perform stress testing for risk concentrations by various dimensions (single issuer, risk ratings, geography, sector, etc)
- Product coverage: credit, credit derivatives, sovereign, corporate, bonds, CDS, CVA, FX, IR, etc.
Requirements:
- Minimum Masters degree (MS/MBA) in a quantitative discipline (i.e. Mathematics, Statistics, Computer Science),
- 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: 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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