Job Description:
Job ID(ap232 ) |
A top-tier investment bank is looking for a Director to join its Prime Brokerage Risk Management team in Southern CT. Reporting to the banks Global Head of Risk for Prime Brokerage, this role involves overseeing the establishment and enforcement of the margin risk policy for the banks buyside clients. The portfolios of these clients, hedge funds & other asset managers, cover multiple asset classes and trading strategies, including long/short equity & credit, convertible arbitrage, and capital structure arbitrage. The executive will manage the development and implementation of quantitative models that capture the margin risks of client portfolios. The position calls for the understanding of various risk measurement methodologies such as VAR analysis, attribution, scenario analysis, and stress testing. Strong knowledge of equity derivatives and the above-mentioned hedge fund strategies is required. Qualified candidates will have a minimum of 5 years experience in market risk management at a major bank or fund of funds. Applicants should have a quantitative Masters degree. Superior communication skills are a must, as the role includes making presentations to clients and prospects. Recruiter: Peter Arian
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