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Great opportunity for someone who is looking for growth and experience.
Working apart of the broker-dealer arm of one of the largest banks globally.
About Our Client
Broker-dealer arm of a leading global bank in the financial services. Top tier firm.
Responsibilities for the AVP-Market Risk candidate:
- Generate and monitor the integrity of various risk management reports.
- Reconcile position and P/L.
- Calculate profit and loss figures, VaR and Stress Test results.
- Daily review of all new trading positions.
- Assist in analyzing the Risk Management reports to determine the bank's aggregate risk exposure.
- Setting risk limits and reporting on breaches.
- Tying out trading positions with risk.
The Successful Applicant
Qualifications for AVP-Market Risk:
- Masters degree in quantitative discipline (Mathematics, Statistics, Financial engineering, etc.)
- 2-4 years of relevant work experience
- Strong mathematical/quantitative knowledge
- VBA and SQL experience
- Reporting in Market Risk
- Good organizational and follow-up skills and the ability to work and solve quantitative problems under pressure of deadlines.
- Good communications
What's on Offer
Competitive base salary.