Cash Equity Portfolio Market Risk Associate

  • Competitive Base & Bonus
  • New York, NY, USA
  • Permanent, Full time
  • Ashton Lane Group
  • 15 Feb 19

Support the portfolio management team of a prestigious fund.

Responsibilities:

  • Daily reporting and monitoring of market risk positions and limits - with the aim to identify material risk exposures and concentrations.
  • Monitor risk exposures, understand the factors that drive the risk and P&L on the books, follow market movement/activities affecting positions, highlight and discuss risk changes and top risks
  • Assist in pre-trade review of major transactions
  • Conduct ad hoc risk analysis, develop improvements of daily risk reports, and VaR and Stress analysis tools
  • Improve risk transparency, methodologies and reports by conducting deep-dives on various basis risks, curve risks, forward default risks, etc.
  • Perform Scenario analysis and stress testing.
  • Respond to urgent ad-hoc requests from senior management

Requirements:

  • 3-5 years’ experience within derivatives trade support, model validation/pricing or risk management
  • Strong technical knowledge of derivatives pricing, risk explain, and trading strategies, specifically covering equity products
  • Must have thorough knowledge of factor analysis, PCA, and related statistical measures
  • Proficiency in programming in Python, Perl, Excel/VBA, C++ and/or Matlab.
  • Knowledge of risk methodologies, spreadsheet creation, stress testing and the ability to work independently are critical
  • Desire to work in a dynamic, demanding environment.
  • Bachelors / Masters degree in Financial Engineering, Mathematics, Physics, Engineering, etc. within a top tier institution with excellent performance 

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

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