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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.

 

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