Jobs in USA | Career USA | This leading bank is looking for a stellar risk manager to measure, monitor and manage various market risks.
JOB DESCRIPTION
This leading bank is looking for a stellar risk manager to measure, monitor and manage various market risks. This is a senior role within the bank reporting into the CRO and offers an incredible opportunity to perpetuate your career into the upper sphere of risk management. You are not limited to general asset classes, and instead should have experience with counterparty risk, treasury risk, and various risk systems with the coverage across interest rates, commodities, credit, and fixed income. This position is very competitive and interviews start right away.
Locations: New York , NY
The role:
• Senior level coverage of market risk – including but not limited to - counterparty risk, liquidity risk and model validation.
• Lead a group of model validators and risk management professionals.
• Coverage across interest rates, credit, fixed income, swaps, CMO, CDS, structured bonds, caps, floors, and various derivatives.
• Direct report line into CRO and board of directors.
• Working on VaR and stress testing across market risk management framework.
• Coverage of various risk models – blackrock, VaR, interest rate, term structure…
• 360 degrees of market risk – expanding the existing, current and new products.
• Responsibilities in leading new projects, products and business expansion.
• The ability and/or experience of managing a sizable team of junior/mid-level profiles within the space.
Requirements:
• Degree in a technical discipline (Math, Physics, Engineering or Computer Science) with M.B.A. or CFA, or M.S./Ph.D in Math/Physics/Engineering with Finance experience.
• 6 + years of market risk related experience.
• Having performed model validation and valuations across various asset classes.
• Hands-on experience with derivatives pricing, stochastic processes, Monte Carlo simulation, VaR analysis and stress testing.
• Cross asset class coverage and familiarity across interest rates, fixed income, credit, caps, floors, commodities, CMO, CDS, structured bonds.
• Have a strong business acumen and knowledge of the overall space.
• Experience with using various risk systems – QRM & MIAC exposure is a plus.
• High energy level – with managerial experience.
KEY WORDS:
Market Risk, Portfolio risk, Model Validation, Valuation, Counterparty Risk, Liquidity Risk , Treasury Risk, VaR, Blackrock Model, MIAC System, QRM, Commodities, interest rates, interest rate model, monte carlo, swaps, CMO, caps, structured bonds, floors, CDS, credit, fixed income, derivatives, Risk, Buy-Side, Cross Asset, Risk manager
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
APPLY | quant-jobs@g-q-r.com
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 | 1.310.806.9333
12100 Wilshire Boulevard, Los Angeles, CA 90025 | 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 | 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
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