We are a top global bank - seeking a senior market risk manager in our NYC office. This role will cover: : interest rate derivatives, FX, commodities, money market funding/liquidity books, MBS/ABS/CDO investments and tender option bonds - in both North and South America.
This position sits within the Risk Management function 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 Credit Risk team, 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 Mgmt. Maintain and provide limit and exposure reports for Senior Mgmt.
Candidates MUST have:
-At least 7 years of market risk management at a bank or fund, preferably covering the above prodcuts.
-A strong macro-economics understanding/background
- Strong knowledge of Statistical Analysis, financial mathematics, derivative pricing models and the ability to interpret and use this information in decision making
Compensation will be very competitive.
