Liquidity/Market Risk Manager

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Job Title:
LIQUIDITY/MARKET RISK MANAGER
Job Description:
Job ID(18218)
A NY sell side cash and derivatives dealer is looking for an experienced quantitative market risk analyst to design and develop Economic Capital models. This is a new role created to focus on the firms assessment of systematic, concentration, strategic, reputational, legal and liquidity risk globally across all trading markets, [rates, equities, fx, commodities]. The candidate must have an advanced quantitative degree, and 5+ yrs of experience quantifying and implementing market risk stress models, [VaR, Credit VaR, Monte Carlo]. The role also works on providing risk review and assessment across all trading business units. Knowledge of Basel (Pillar2 ICAAP) and OTC and Exchange traded products is required.

Recruiter: Jim Geiger

Salary: Competitive Compensation Location: New York / NYC
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Job Categories: Derivatives/Futures/FX & Structured Transactions, Fixed Income Research, Sales & Trading, Risk Management
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