The candidates responsibilities include monitoring, reporting and analysis of market risk exposures incurred within the portfolios consisting of assets including corporate credit products, ABS and CMBS, equities, FX, emerging markets, munis, treasury and interest products, as well as derivatives and structured products. This position is also responsible for establishing market risk guidelines in the business, developing and improving risk management systems and processes, and approving transactions above established limits.

In addition to the risk reporting and control functions, this position works closely with traders and portfolio management in risk budgeting, portfolio construction and optimization, and recommending portfolio/hedging strategies and risk mitigation actions which both ensure compliance with risk tolerances and maximize economic value. Daily responsibilities may also include managing a small team of risk officers and analysts.

Candidates should have and advanced degree or MBA along with 10+ years of trading and/or market risk management experience. The ideal candidate will have specific experience with large size multi-assets portfolio construction and management processes. Effective communication and interpersonal skills. Must be able to make a complex and highly technical idea or issue simple to senior management via verbal and visual communications. In depth knowledge of structured, credit, interest rate, and equity securities as well as the related trading strategies and markets. Superior understanding of leading risk management practices for trading and portfolio management businesses (defining, identifying, evaluating, measuring, managing and reporting market risk exposures). Strong working knowledge of applicable regulatory guidelines. Experience with new trading product development. Good working knowledge of Excel and Access. Excellent quantitative and analytic skills and hands-on experience in front office risk management.

Prefer candidates to have a strong math background or a graduate degree in finance, math, physics or engineering. Experience with related technology platforms. Experience in pricing and/or risk model construction, validation and back-testing. While this person will not be expected to write codes but should has some experience in VBA, C, or C++ coding and math/stat packages such as MatLab and SAS.

For more information or immediate consideration please reference Job#TR635 and submit resume in Word format to: ian@comprehensiverecruiting.com