AVP Equity Derivatives Market Risk

  • DOE
  • New York, NY, USA
  • Permanent, Full time
  • Green Key Resources
  • 20 May 19

Covering all Equity Derivative Market risk within the Americas region.

Responsibilities:

  • Engage with different trading desks to understand and discuss drivers of risk profile, risk concentrations and P&L
  • Provide sign-off on VaR, Economic Capital, PST and Risk Sensitivities
  • Discuss stress profiles and hedging plans around new trades and upcoming expiries
  • Perform risk analysis of large/structured equity derivative transactions and formulate preliminary view on trade
  • Ensure that risks are properly understood and communicated to managers
  • Perform in-depth risk reviews of trading portfolios, term-structure risks and basis risks
  • Communicate market drivers and major changes in the positions managers in weekly risk meetings
  • Take part in Risk Infrastructure projects to improve accuracy/transparency of risks
  • Review and provide initial sign-off on data for regulatory submissions like CCAR, Volcker and FED Presentations

Qualification:

  • Education/Qualifications: Finance, Mathematics, Science or Engineering related degree
  • Knowledge of US Equity markets and Equity Derivative products
  • Experience in Risk Management or Capital Markets
  • Knowledge of market risk management with prior experience in implementing Limits and Portfolio Stress Tests
  • Strong communication skills with ability to articulate complex issues to management
  • Strong quantitative skills
  • Proficiency in Excel, VBA and/or other programs