Market Risk Reporting Associate

Recruiter
Selby Jennings Buyside
Location
Manhattan, USA
Salary
$110k - $125k
Posted
24 Nov 2022
Closes
01 Dec 2022
Ref
17896362
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
A top International Investment Bank in the NY area is searching for an Associate level Market Risk reporter. This role would sit within the institutions America's Market Risk team, reporting to the Head and Market & Counterparty Risk reporting. You'd be responsible for putting together risk reports on a daily/weekly/monthly basis. You'd prepare these reports for VP level personnel that would then present to front office/management.

The candidate will be responsible for constructing risk reports based on VaR, SVaR on a daily/weekly/monthly basis. In terms of product coverage it is broad over asset classes including equities, fixed income, commodities, currencies, futures/derivatives. You'd be tasked with working with Risk Managers, Technology and Data Officers to support the risk reporting infrastructure. This role is a good starting point for those looking to become Market Risk Managers down the line.

Responsibilities:
  • Analysis and reporting market risk reports
  • Support/Develop reporting and data control framework
  • Take part in audit and regulatory engagements relating to market risk reporting
  • Work across control groups to support risk reporting infrastructure
  • Prepare ad-hoc scenarios

Qualifications:
  • Bachelors degree in technical discipline
  • 3+ years of relevant experience in a reporting or risk management role
  • Excellent communication skills
  • Proficient in Excel/VBA
  • Strong knowledge of Market and Counterparty credit risk
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