Selby Jennings QRF
An international investment bank is looking to hire a mid-level risk manager to support their US Equities trading desks. This role will include performing daily VaR/risk exposure reporting, reviewing risk position, and discussing the risk exposures with the Equity Market Risk team and traders, and assisting in the build out of a more detailed limit framework for the Equity Derivatives business, daily and weekly review of stress scenario results, and monitoring correlation risk in the Equity Derivatives business as well as working with the IPV team to quantify monthly reserves.
This is a very stable, actively growing team and organization located in New York.
A Qualified Candidate Will Have:
5+ years of full time work experience in either Equity trading, or Equity Market Risk
Strong analytical background and understanding of Equity Derivative products and risk profiles
Experience monitoring Equity Exotic Options
Knowledge of pricing models used for Equity Exotic Options
The ability to understand and monitor correlation risk
Knowledge of commonly applied stress scenarios and position levers
Applicable knowledge of Murex
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