AVP, Equities Market Risk Manager - Derivatives

Risk Manager

As part of a global team the Risk Manager will have responsibilities for risk oversight of the risks coming from our Global Equities business.

Global Equities risk management covers (derivatives, cash, and convertibles trading) as the second line of defense.

Risk management both sets and monitors associated limits and is expected to be highly proactive to ensure limits and margins are appropriate.

Additionally, the risk function is primarily responsible for driving the development and ongoing improvement work around methodologies and MI associated with business. This includes VaR, economic capital, stress testing, margin, individual trade analysis, and all associated reporting.

Responsibilities :

• Daily management of in-house trading portfolios.
• Evaluate and effectively escalate existing and evolving risks as appropriate.
• Analysis of material proposed trades.
• Participate in communication with all stakeholders through informal channels as well as scheduled meetings.
• Adherence to and implementation of our global risk framework.
• Understanding market and credit risks within Equity Linked products (incl cash equity, equity swaps, ETP's, options and futures, convertible bonds) together with market structure and regulation.
• Drive ongoing improvement in methodologies and analytic capabilities.

Requirements :

Primary Location Full Time Salary Range of $120,000 - $160,000.