VP, Market & Liquidity Risk Manager (New York)

A Global Investment Bank in NYC, who is looking to expand their Risk Management Function, is looking to hire a VP to join their Market Risk team to assess trade performances and conduct market, credit, and liquidity risk monitoring, analysis, stress testing, and reporting.

This individual will act as a key point of contact within the team and will contribute to methodology developments for capturing risk while being a part of the Market Risk and Liquidity Risk Coverages. The team is lean, offering high levels of visibility to senior leadership, however the firm has a large scope globally.

The bank is targeting individuals with 6+ years of experience in Market or Liquidity Risk, with previous experience with MBS products and associated metrics like VaR, DV01 and CS01. The team has been together for a while up to date, which has allowed for some of the best culture around. They expect candidates to be able to contribute at a high level to their team and their culture.

Role Objectives

• Develop, Oversee and Implement risk frameworks for the Branch
• Analyze and price MBS, ABS, CLOs, etc., as well as non-securitized products such as corporate bonds
• Use Python, VBA, etc. to contribute to risk methodology and system infrastructure developments
• Assess trade performance
• Monitor, Analyze, and Report Market and Liquidity Risk

Qualifications and Skills