Market Risk AVP
Strong developmental culture
About Our Client
My client, an international financial services firm located in New York is looking to add an AVP of Market Risk to their team.
- Provide hands-on risk management technical skills and with knowledge of market and liquidity risk regulatory requirements and industry best practices.
- Responsible for streamlining risk management reports by applying IT skills. Participate in group wide projects and support timely risk management project implementations.
- Help streamline the Market and Liquidity Risk Analysis processes. Assist in the management of daily workflow.
- Knowledge of pre-existing and new regulatory guidance related to the business, such as Volcker Rule and Enhanced Prudential Standards rule.
- Apply quantitative and analytical skills to produce meaningful and applicable results. Research and implement measures to enhance risk reporting.
- Help implement risk policies and procedures, reporting and governance to effectively control the inherent risks of the bank operations, including the application of regulatory guidelines and best practices.
- Streamline the preparation of presentation materials to various risk committees.
The Successful Applicant
- Risk management experience in market risk (liquidity risk is a plus). Knowledge of various products such as fixed income, derivatives, foreign exchange, futures and options.
- Knowledge of risk management methodologies and disciplines, including Value at Risk, quantitative analysis, stress testing and scenario analysis (economic capital is a plus) preferably with an emphasis in the banking industry.
- Excellent SQL, VBA, MS Excel and MS Access skills with experience building and implementing risk management programs and systems is desirable.
- Self-starter and be able to translate business requirements from a regulatory stand point to a seamless technical implementation.
- Experience with IT, front office, middle office and/or back office activities within Banking and Capital Markets.
- Proficiency in working with Calypso system or similar capital markets STP system is desirable.
- Detail oriented with excellent communications skills, both written and verbal.
- Bachelor's degree in Finance/Mathematics discipline.
What's on Offer
- Upward mobility
- Growth potential
- Competitive compensation
- Top benefits