Risk Management Director for Maetz Consulting, LLC
3 weeks ago
Maetz Consulting, LLC
We are seeking a highly skilled Risk Management Director to join our team in New York, NY.
Job Overview
The successful candidate will be responsible for evaluating and monitoring the firm's credit and market risk exposures as well as assisting in liquidity management. They will also be responsible for monitoring portfolio margin / prime brokerage client portfolios.
Key Responsibilities
- Assess margin requirements and stress loss of Prime Brokerage / Portfolio Margin clients.
- Daily monitoring of credit and market risk exposures in various parts of the company's businesses.
- Monitor global macro market environment and impact of market events on current portfolios.
- Investigation and reconciliation of client portfolios aligning mark-to-markets or yield curves and mitigating the firm's risk.
- Perform due diligence on all new portfolio margin / prime brokerage relationships.
- Strong knowledge of market and credit risks, financial markets and products.
- Knowledge of risk management framework (VaR and Stress-Testing standards, counterparty exposure estimation, liquidity estimation, model assessment and validation).
Requirements
- 5 years' experience in a credit & risk required, preferably in a broker/dealer capacity.
- Strong Proficiency in Excel, Access, Bloomberg, SQL to maintain, improve and develop reporting tools.
- Experience in managing risk associated with portfolio margin / prime brokerage client's portfolio.
Benefits
Full benefits package including salary range $120,000 - $180,000 per year depending on qualifications and experience.
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