Senior Associate, Market Risk
Core
Analyze market risk exposures, monitor portfolios for major events, and support clearing member defaults and liquidations for equity derivatives.
Role type
Senior Associate, Market Risk (IC)
Builds
Risk analysis reports, trend analysis, margin call analysis, and dashboard reports for senior management.
Domain
Financial Services / Derivatives Clearing / Market Risk
Deliverable
dashboards & analysis
Required skills
Options pricing, statistical concepts, securities markets, derivatives, risk management, Microsoft Excel, problem solving
Preferred skills
Bloomberg API, SQL, MBA or MS degree, industry certifications
Technologies
Microsoft Office (Word, Excel, PowerPoint), Bloomberg API, SQL
Responsibilities
Analyze market risk exposures for equities, government securities, options, futures, and futures options; Monitor potential risks and portfolios with exposure to major events; Provide support and analysis for margin calls and extended trading hours; Create trend analysis and dashboard reports; Maintain relationships with external liquidation agents and clearinghouses; Analyze portfolios for sensitivity to risk factors and identify hedging strategies; Assist in liquidation of portfolios during Clearing Member default.
Seniority
Mid-Senior level, hands-on IC
