Accessibility Links

Market Risk Manager - Rates

  • Job type: Permanent
  • Location: New York
  • Salary: $185000 - $225000 per annum
  • Job reference: Rates
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 24/08/2017
Top Investment bank is looking for a Team Lead and Head of Market Risk for the US rates business to join under the Head of Market Risk.  This team covers a wide variety of risk functions and covers the Rates trading desk.  This team is held in high regard and is full of extremely sharp individuals who are hungry to be the best. 

In this role you will analyze and review the Bank's Fixed Income portfolio.

Responsibilities
  • Develop expertise in rates products for the corresponding portfolio
  • Lead initiatives to enhance capabilities and streamline infrastructure
  • Partake in Monte Carlo simulations and validate the results for risk and forecasting
  • Make presentations to senior management on securitized products
  • Ensure the accuracy of captured risk and stress results 
  • Collaborate with the other risk teams on model results and implementation

Skills
  • 10+ years experience in risk management and securitized products
  • Proficient Knowledge in Rates, repo and options
  • Strong quantitative and analytical background
  • Knowledge of Rates and derivatives
  • Ability to analyze a portfolio and produce reviews highlighting risk
  • Excellent written and presentation skills
  • Help assess the allocation of risk and capital to various businesses
  • Experience with credit derivatives and FX products is a plus

If you are interested in the role please apply in with an updated resume in word format.

 

Similar jobs
C++ Developer - Tier one European Quantitative Fund
  • Job type: Permanent
  • Location: Hong Kong
  • Salary: HK$700000 - HK$1100000 per annum
  • Description Great Opportunity for those strong C++/ connectivity developers who are looking to develop their career in fund management space.
VP Model Development
  • Job type: Permanent
  • Location: New York
  • Salary: US$170000 - US$190000 per annum
  • Description A leading financial institution located in Midtown Manhattan, is seeking to add a seasoned quantitative professional that will serve as the Vice President of PPNR Model Development to their rapidly
Vice President of Marketing
  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Description My client, a top asset manager with almost $500B in AUM, is seeking a Vice President of Marketing to add to their team within the wealth management vertical. This is a nimble group that oversees a
Senior Financial Writer
  • Job type: Permanent
  • Location: Los Angeles, California
  • Salary: Negotiable
  • Description My client is a leading global investment manager specializing in alternative investments with almost $100B under management. The firm focuses on distressed debt, corporate debt, control investing
Investor Relations Analyst - Private Equity
  • Job type: Permanent
  • Location: Los Angeles, California
  • Salary: Negotiable
  • Description I am currently working with a Los Angeles-based global investment firm with over $5B under management that is focused on growth equity and seeking an Investor Relations Analyst to provide support to