Market Risk AVP/VP

  • Posted: 23/10/2024
  • Salary: -
  • Location: Remote
  • Job Type: Permanent/Fixed Term

We are seeking an experienced Market Risk Manager to join our client who is a wealth management and brokerage firm. The ideal candidate will possess a strong background in fixed income (options and futures) and interest rate risk management, with a keen focus on intra-day risk, volatility assessment, and value-at-risk (VaR) analysis.

 

Key Responsibilities:

  • Analyze and monitor market risk exposures across various asset classes, with a primary emphasis on futures and options.
  • Develop and implement risk management frameworks and strategies to mitigate interest rate and intra-day risks.
  • Conduct regular stress testing and scenario analysis to assess the potential impact of market fluctuations.
  • Collaborate with portfolio managers and traders to enhance risk awareness and ensure alignment with investment strategies.
  • Prepare detailed risk reports and presentations for senior management and stakeholders.

 

Qualifications:

  • Bachelor’s degree in Finance, Economics, or related field; advanced degree preferred.
  • Minimum 5 years of experience in market risk management within wealth management or brokerage environments.
  • Strong proficiency in quantitative risk assessment methodologies, including VaR and volatility analysis.
  • Hands on experience within VaR, stress testing, and financial modeling.
  • Ideal experience within oil, gas or power products.

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