Rates Market Risk Manager
Salary $130,000 - $140,000 per year
Consultant Lucky Nguyen
JobRef 112442/0012019-04-18 2019-06-15 financial-services permanent US New York City New York 10032 USD 130000 140000 140000 YEAR Robert Walters https://www.robertwalters-usa.com https://www.robertwalters-usa.com/content/dam/robert-walters/global/images/logos/web-logos/logo.gif
A well known investment bank firm is looking to hire a market risk manager covering the fixed income rates desk.
- Have a strong understanding of credit spread analytics and financial models
- Deal with market or liquidity risk management best practices, financial markets, trading instruments, and/or portfolio management in support of analyzing, monitoring and measuring risk.
- Make risk mitigation recommendations for specific market or liquidity risks that exist within the assigned business/business partner area.
- Recognize throughout the Risk organization and the business as a market or liquidity risk point of contact and subject matter expert for a particular business/business partner area.
- Handle market or liquidity risk data analysis, reporting, and monitoring for the business(es) supported and for market or liquidity risk management, ensuring accuracy and correctness; develops appropriate tools, partnering with Technology where needed.
- Assist in the development and implementation of tools and procedures to measure and monitor multiple risks hierarchically and across the entire organization.
- With technology staff, develops and implements new risk analysis and platform and data initiatives, and tests modifications to the risk tools and processes.
- Interact with traders and trading or portfolio management, or liquidity or treasury managers, to investigate and document any limit pre-approvals, excesses, extensions, breaches, and breach remediation in compliance with prescribed policies.