Senior Risk Manager, Equity & Liquidity Risk

Risk Professionals, Inc.; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

Velocity Clearing is seeking an experienced risk professional in New York to join the Risk team. You will monitor and manage risk for correspondents, direct clients and prime clients in equity and equity options, focusing on market, liquidity and credit risk during high-pressure conditions.

The role collaborates with the CRO, supports sales on risk assessments, and interfaces with FINRA, OCC and DTCC. A finance/quantitative background and relevant certifications are highly valued.

Qualifications

• Bachelor in Finance or quantitative field.
• Masters degree is a plus.
• Series 7, Series 57, Series 4 required; Series 24 a plus.
• FRM or PRM risk certification is a plus.
• Strong knowledge of equity and equity options risk and risk models.

Responsibilities

• Monitor and manage risk for correspondents and direct active clients.
• Assist in monitoring risk of direct active day trading clients and exposure.
• Liaise with institutional and prime clients on risk issues.
• Serve as a resource for sales to evaluate client risk.
• Coordinate new risk-related projects and liaise with FINRA, OCC, and DTCC.
• Assist in monitoring and managing liquidity requirements.

Skills

Equity risk

Equity options risk

Margin knowledge

Trading risk models

Risk platforms

Excel

AI literacy

Education

Bachelor in Finance/Quantitative

Masters degree (plus)

Tools

Sterling

DAS

Takion

Succession

Job description

Velocity Clearing is seeking an experienced risk professional in New York to join the Risk team. You will monitor and manage risk for correspondents, direct clients and prime clients in equity and equity options, focusing on market, liquidity and credit risk during high-pressure conditions.

The role collaborates with the CRO, supports sales on risk assessments, and interfaces with FINRA, OCC and DTCC. A finance/quantitative background and relevant certifications are highly valued.