Senior Risk Management VP

New York Permanent USD160,000 - USD180,000
  • Exciting opportunity at large international bank for market risk professional
  • Great potential for growth in newly created risk team

About Our Client

  • New York-based office of a large, international bank

Job Description

Responsibilities for the role include:

  • Handling day-to-day market risk review and reporting
  • Provide comprehensive analysis of current market environment and the impact it has on the firm's market portfolio
  • Preparation and running of VaR model for daily VaR calculation, as well as analysis on the VaR results
  • Develop and manage new market risk models
  • Assist broader market risk team with the implementation of FRTB framework



MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.

The Successful Applicant

  • Strong knowledge of credit products and debt instruments, as well as FX products
  • Strong understanding of capital calculation methodology
  • Comprehensive understanding of VaR models
  • Experience with MIS tools, including PowerBI and Python
  • Strong written and oral communication skills

What's on Offer

  • Flexible hybrid working schedule
  • Competitive salary and benefits
  • Salary will depend on experience and other factors
Contact
Brendan Corcoran
Quote job ref
JN-022022-5272477

Job summary

Sector
Banking & Financial Services
Sub Sector
Risk Management
Industry
Financial Services
Location
New York
Contract Type
Permanent
Consultant name
Brendan Corcoran
Job Reference
JN-022022-5272477