Associate, Market Risk
Core
Provide day-to-day support of risk management infrastructure, perform daily risk reporting and performance analysis, and support senior risk managers for a broad range of growing markets businesses including agency and non-agency securitized products, rates, credit, equity and convertibles.
Role type
Associate, Market Risk
Builds
Risk reports, performance analyses, and automated risk monitoring processes
Domain
Financial Services / Market Risk
Deliverable
dashboards & analysis
Required skills
Python scripting, financial product knowledge, market risk metrics, valuation techniques, quantitative analysis, project management
Preferred skills
Bloomberg, Intex, MS Office, regulatory project experience
Technologies
Python, Bloomberg, Intex
Responsibilities
Provide day-to-day support of the risk management infrastructure; Perform daily risk reporting and performance analysis, including investigation and explanation of material changes; Perform ad hoc risk analysis and support senior risk managers; Participate in regulatory projects and change management efforts; Utilize Python scripting to automate routine tasks and improve the efficiency of the risk monitoring process; Engage in valuation of complex securities; Support Market Risk governance activities ranging from limit monitoring to the development and maintenance of risk procedures and control frameworks; Partner with Trading, Finance, Operations, Technology and other control functions to resolve risk issues and implement solutions.
Seniority
Associate, 1-4 years experience