- Being in charge of the production of the Value at Risk for the entire platform.
- Assist the head of the production team on all on-going projects.
- Propose ideas to improve, secure and speed up the VaR production process.
- Perform the daily market risk monitoring for 1 of several trading desk (asset class to be determine).
- Collaborate with the Risk Manager to maintain a good knowledge of the strategies and positions of the desks.
- Participate in Risk Management projects.
- Participate in defining and preparing the support documents for Market Risk Committees as well as for periodic meetings with Front Office.
- Maintain constant communication with the Front-Office and Market Risk Management
- The controller might also be required to be the back-up of other members of his/her team as well as participate to transverse projects.
- Minimum of 2 years’ working experience in the financial industry.
- Graduate degree in economics or finance from an accredited school.
- Good understanding of Capital Market activities and main instruments.
- Knowledge of the principles of a Value at Risk.
- Willingness and ability to succeed in an entrepreneurial environment and strong work ethic.
- Ability to manipulate, analyze, summarize and present data/results.
- Strong analytic and problem-solving skills.
- Must be able to work both independently and collaboratively in group on ad-hoc projects, and meet deadlines.
- Ability to think outside the box.
- The ideal candidate is curious, detail-oriented, self-starter and communicates easily and openly. This position requires being able to work as a team.
- Proficiency in Excel and VBA programming to maintain, improve and develop reporting tools.
- Knowledge of Python and Business Objects is a plus
Market Risk Controller - NYC - Investment Bank
|Job Title:||Market Risk Controller - NYC - Investment Bank|
|Location:||New York City|
|Contact Name:||Drew Morrison|
|Job Published:||April 23, 2021 20:57|
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