Market and Financial Risk VP/Director

  • DOE
  • San Carlos, CA, USA
  • Permanent, Full time
  • SoftBank Investment Advisers
  • 09 Nov 17 2017-11-09

SoftBank Investment Advisers

SoftBank is seeking a driven, senior market risk specialist, with a strong background in all other financial risks, to help develop a market risk methodology to ensure all market risk factors are appropriately calculated and explained as well as implementing stress test and scenario analysis on the portfolio. The role requires the daily monitoring of market risk exposures as well as other financial risks.

Responsibilities:

  • Calculate market risk exposures and monitoring of utilisation of limits, excesses and escalating breaches where appropriate.
  • Review risk profile through stress testing, sensitivities and thematic reviews.
  • Perform day-to- day functions such as researching significant increases in margin requirements, liquidity usage, etc.
  • Analyse trade structures including collateralised debt and financing trades with caps, collars and derivatives.
  • Monitor impacts of FX exposures on the portfolio and on individual trades.
  • Review hedging strategies and highlight risks or breaches.
  • The identification and evaluation of market risk factors in the trading portfolio and their impact through a range of metrics, including sensitivity measures, VaR and stress testing.
  • Define internal monitoring/trading limits and set limits
  • Oversee all pricing, valuation, risk management and risk modelling
  • Make recommendations to reduce or control risk
  • Work with traders to calculate the risk associated with specific transactions
  • Forecast and monitor market trends
  • Consider proposed business decisions/new trades
  • Implement a process of applying Market Risk stress scenarios to the portfolio to quantify mitigation requirements and identify exposures in adverse market conditions.

Ideal candidate will have strong market risk knowledge and experience. Firm grasp of concepts of volatility, correlation, and portfolio risk. Extremely detail oriented with strong analytical skills. Knowledge of risk management fundamentals, derivative pricing concepts (futures and options) including MtM, P&L attribution, and Greeks an advantage. Experience of Emerging Markets a distinct advantage.