Prime Financing Risk Manager

Selby Jennings; New York (NY); On-site; USD 100,000 - 225,000; Full time

Job summary

A leading firm in New York is seeking an experienced VP Risk Manager for their Prime Financing Risk team. The role involves managing exposure to hedge fund clients and requires a strong background in risk management and financial operations. Ideal candidates will possess deep expertise in navigating complex risk environments and excel in both analytical and client-facing responsibilities. Strong communication skills and the ability to influence stakeholders are essential for success in this role.

Qualifications

• 4+ years of experience in prime brokerage or prime financing risk.
• Deep understanding of financing products like swaps and repos.
• Experience influencing cross-functional teams.

Responsibilities

• Lead risk mitigation strategy for hedge fund clients.
• Develop client risk profiles and stress testing methodologies.
• Enhance risk frameworks and reporting tools.

Skills

Risk management

Margin optimization

Analytical skills

Technical skills

Communication

Education

Bachelor's Degree in Finance or related field

Tools

Python

SQL

Job description

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Executive Director - US Head of Risk Management & Analytics & Financial Operations at Selby Jennings

Prime Financing Risk Manager

We are currently working with a top tier banking seeking an experienced and commercially minded VP Risk Manager to join their Prime Financing Risk team. This is a client facing position and looking for someone who can wear multiple hats and impact the direct P&L of the group. This role is central to managing the firm's exposure to hedge fund and institutional clients across equity and fixed income financing. The ideal candidate will bring deep expertise from a top-tier prime financing platform, with a proven track record of navigating complex risk environments and influencing business strategy.

Key Responsibilities

• Lead the risk mitigation of a portfolio of hedge fund clients, with a focus on margin financing, synthetic products, and collateral optimization.
• Evaluate and develop client risk profiles, margin methodologies, and stress testing assumptions.
• Drive enhancements to risk frameworks, reporting tools, and escalation protocols.
• Represent the risk function in client onboarding, business committees, and regulatory reviews.

Required Qualifications

• 4+ years of experience in prime brokerage or prime financing risk at a leading investment bank or broker-dealer.
• Deep understanding of equity and fixed income financing products, including swaps, repos, and structured margin lending.
• Strong analytical and technical skills; proficiency in risk systems, ideal candidate will have (Python and SQL skills).
• Demonstrated ability to influence senior stakeholders and navigate cross-functional teams.
• Familiarity with global regulatory frameworks impacting prime services (e.g., Basel III, SEC, CFTC).

Preferred Attributes

• Strategic thinker with a hands-on approach to problem-solving.
• Strong communication skills and the ability to distill complex risk issues for senior audiences.
• Experience with hedge fund strategies and portfolio risk analytics.

Prime Financing Risk Manager

We are currently working with a top tier banking seeking an experienced and commercially minded VP Risk Manager to join their Prime Financing Risk team. This is a client facing position and looking for someone who can wear multiple hats and impact the direct P&L of the group. This role is central to managing the firm's exposure to hedge fund and institutional clients across equity and fixed income financing. The ideal candidate will bring deep expertise from a top-tier prime financing platform, with a proven track record of navigating complex risk environments and influencing business strategy.

Key Responsibilities

• Lead the risk mitigation of a portfolio of hedge fund clients, with a focus on margin financing, synthetic products, and collateral optimization.
• Evaluate and develop client risk profiles, margin methodologies, and stress testing assumptions.
• Drive enhancements to risk frameworks, reporting tools, and escalation protocols.
• Represent the risk function in client onboarding, business committees, and regulatory reviews.

Required Qualifications

• 4+ years of experience in prime brokerage or prime financing risk at a leading investment bank or broker-dealer.
• Deep understanding of equity and fixed income financing products, including swaps, repos, and structured margin lending.
• Strong analytical and technical skills; proficiency in risk systems, ideal candidate will have (Python and SQL skills).
• Demonstrated ability to influence senior stakeholders and navigate cross-functional teams.
• Familiarity with global regulatory frameworks impacting prime services (e.g., Basel III, SEC, CFTC).

Preferred Attributes

• Strategic thinker with a hands-on approach to problem-solving.
• Strong communication skills and the ability to distill complex risk issues for senior audiences.
• Experience with hedge fund strategies and portfolio risk analytics.

Desired Skills and Experience

prime financing, risk management, margin optimization, hedge fund, prime brokerage, risk analytics, collateral, repo, clearing,

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

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