VP Prime Brokerage Business Unit Risk Job in New York, New York US
Market / Credit Risk management within the prime brokerage business of an investment bank
Responsibilities:
· Support business development and client relationship management, including management of day to day risk for multi asset classed hedge fund clients
· Provide necessary technical risk support to sales and marketing teams
· Key client contact point with respect to margining, portfolio optimization, collateral selection and valuation
· Conduct portfolio stress testing, participate in client presentations, and provide ongoing dialog surrounding overall portfolio risk, margin call disputes, and risk mitigation measures
· Establish and Review margin calculations and methodologies, Evaluate quality of security pricing, and respond proactively to changes in the bank’s overnight and intraday exposures.
Requirements:
· 7+ years market and/or credit risk management experience, preferably within prime brokerage
· Strong understanding of various risk concepts (VaR, liquidity, concentration, risk exposures of different asset classes including derivatives)
· Knowledge of margin methodology, portfolio exposure monitoring, client specific margin terms and exposure reporting
· Familiarity with hedge fund strategies, particularly Equity / Credit Derivatives funds
· Strong analytical skills and prior experience with risk systems
· Excellent communication skills
· Quantitative Masters degree
For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
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