Senior Manager, Market Risk Quantitative Analytics (#172295)This is a chance to work with a top tier financial services company. Our client is looking to add to a team that manages the support of market risk in the control and measurement of all market and liquidity risks by ensuring that sound models, controls and reports are in place and that regulatory constraints are respected.
Establishing and maintaining Market Risk Frameworks and Policies
Global key subject matter expert on quantitative risk models and systems
Validates and documents mathematical soundness and appropriateness of risk models
Ensure that new products and transactions are properly modeled in risk systems
Ensure key market risk measures as defined in policy are appropriately implemented and managed
Develops reporting and analytical tools required to ensure compliance with market risk or trading credit limits driven by market factors
Leads research in state of the art quantitative risk analytics to ensure best practices in risk management
Educate staff on Risk related topics
Authority to identify and report to Senior Management compliance with regulatory requirements, risk policy and approved limits
Safeguard and ensure compliance with the company's risk profile
Enable the client to extract more value and control risks within risk capital by increasing the efficiency of the portfolios that drive counterparty exposures
Master/PhD in a quantitative discipline or graduate degree in mathematical finance
Minimum 5-10 years of business experience, 3-5 years of Risk Management/Risk Control experience
In-depth knowledge of Fixed Income and Money Market products, pricing and settlement practices of Bonds, Swap, Options, Futures, and FX
Relevant professional designation such as CFA, FRM an asset
Expert-level knowledge of the analytical principles underlying the pricing and risk management of financial derivatives/complex products, including issues that arise regarding financial modeling of products for risk purposes. Solid grasp of Basel II concepts
Demonstrated in depth understanding of quantitative risk modeling principles
Demonstrated ability to document complex mathematical models
Relevant project management experience
Appropriate computer programming skills (e.g. SQL, Matlab, SAS)
Experience and understanding of multiple trading and reporting systems within Treasury and Capital Markets.
Knowledge of accounting treatment of on and off balance sheet products related knowledge of hedge effectiveness testing and processes.
Desire to develop existing knowledge of securities finance, alternative trading strategies, middle and back office controls and end to end workflows, compliance, industry rules and regulations
Proven track record of bringing creative solutions to new problems
Exceptional analytical skills
Works with minimal supervision
Excellent verbal and written communication skills
Demonstrated track record of building consensus across disciplines and departments
Impeccable ethical standards
Results oriented, team player
Darin
Phone Number:
416.640.1975
Fax Number:
416.962.4489
Click here to apply
