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See SELBY-JENNINGS-NEW-YORK 22 Job offers
Senior market risk manager-cross asset-New York-Exceptional base salary + bonus & additional benefits
Background:
The bank is a global financial services leader and the premier bank to the food and agriculture industry around the world. Additionally, the bank ranks as one of the largest banks in the world, and is the only private bank in the world with a triple A credit rating from both Standard & Poor's and Moody's Investors Service.
The role:
The senior market risk manager sits within the Risk Management GFM global function, which covers both credit and market risk, and has regional responsibility. It reports into the Regional Head of Market Risk position. Irrespective of this local reporting line, this position has responsibility to respond and report to global counterparts in accordance with globally defined parameters, policies, and reporting tools, as well as utilizing best practice methodologies from the local/regional marketplace.
Daily interaction with the Risk Management GFM - Credit Risk team, GFM front/middle/back office representatives regarding day-to-day activity while investigating and ensuring integrity of all trading, exposures and limits in regards to approvals and policy.
Approve and/or escalate movement of exposures, and/or violations of approvals and policy to Senior Management. Maintain and provide limit and exposure reports for Senior Management.
Risk oversight for capital markets trading/investment books in any of the following categories: interest rate derivatives, FX, commodities, money market funding/liquidity books, MBS/ABS/CDO investments and tender option bonds. Markets covered are north and south American markets. Responsible for monitoring and analyzing each area's risk exposure and communicating recommendations on these risk positions to the relevant stakeholders
The senior risk manager in this role will have the following responsibilities:
-Monitor, evaluate and report on all market developments and portfolio risks,
-Close identified control and audit issues cited by Internal Audit and regulators,
-Follow relevant regional and international regulatory developments,
-Identify and remedy pricing and control flaws in deal capture, back-office/revaluation, risk reporting and risk modeling systems,
-Identify, highlight and get proper prioritization for “real world” developments or requirement gaps that are not measured or modeled mathematically,
-Understand, and address requirement gaps for all market and credit risks from a holistic perspective,
-Effectively communicate mathematical, modeling, and fundamental “real world” gap requirements to senior management that are not familiar with the concepts and issues of complex product transactions and modeling,
-Ensure that all risks are deconstructed, measured, monitored, evaluated and reported to the business head and senior management.
This includes stress testing and scenario analyses.
This also includes designing and/or building infrastructure when necessary, including:
1.Pricing models, analytics, portfolio management,
2.Deal capture,
3.Reporting applications,
4.Data modelling for VaR and stress testing models,
5.Product Control (PC) applications,
-Negotiate agreements between the business head and senior management (business plans, new product approvals, Greek, VaR and stress test based risk limits, etc.),
-Support and encourage RAROC based decision making by providing user friendly analyses, models and applications,
-Deconstruct, model, evaluate and monitor the market risk and profitability of all new transaction types,
-Provide ad hoc analytical support to both business and senior risk management as needed.
The successful candidate will have the following background and skill set:
-College degree, or its equivalent,
-7+ years experience in analyzing complex financial markets products,
-Experience in an international institution,
-Experience in a matrix environment,
-Background in Statistics and Financial Mathematics,
-IT Proficient, with excellent PC skills,
-Experienced market risk manager from premier investment bank/financial institution,
-Well organized with knowledge of capital markets and treasury products,
-Strong understanding of market risk functions,
-Ability to interact with trading and sales staff and managers at all levels.
If you have the above credentials then please send all applications by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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