Global Markets Risk Manager
4 weeks ago
This role is responsible for analyzing, monitoring, and reporting market-related risks taken within Global Mortgages and Securitized Products. Key responsibilities include analyzing and reporting market risk, stress testing, designing limit frameworks, and interfacing with the trading desk and other risk and support groups.
Key Responsibilities:- Review trading portfolios and associated risk metrics.
- Report and monitor positions against market risk metrics and limits.
- Liaise closely with trading desks to understand market trends in relation to portfolio changes.
- Identify and analyze significant risks and summarize risk views for senior management.
- Analyze and model transactions, including cash flow modeling and idiosyncratic stress scenario generation.
- Review and challenge risks related to new products, structured deals, and business strategies.
- Perform stress tests to determine the circumstances under which the portfolio could incur material losses.
- Provide regular point of weakness and concentration risk analysis of the portfolio.
- Assist in ad-hoc risk-related queries and projects.
- 3+ years of Market Risk or front office experience with a good understanding of key risk metrics such as VaR and stress testing.
- Good understanding of real estate and credit markets.
- Proven finance or risk background with quantitative skills.
- Ability to communicate clearly and concisely with traders, senior management, and other areas of the bank.
- Ability to build good relationships while maintaining independence and negotiating with traders to enforce decisions.
- Ability to multi-task, prioritize, and meet deadlines without compromising on quality.
- Analytical Thinking
- Critical Thinking
- Portfolio Analysis
- Risk Analytics
- Data and Trend Analysis
- Decision Making
- Oral Communication
- Presentation Skills
- Written Communication
- Active Listening
- Issue Management
- Monitoring, Surveillance, and Testing
- Regulatory Compliance
- Technical Documentation
This role is in the Market Risk Management team covering Global Mortgages and Securitized Products trading desks.
Pay and Benefits:$110,000.00 - $157,800.00 annualized salary, offers to be determined based on experience, education, and skill set.
This role is eligible to participate in the annual discretionary plan.
This role is currently benefits eligible.
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