VP, Market Equity Risk

JCW Group; New York (NY); Presencial; USD 180.000 - 300.000; Jornada completa

Descripción de la vacante

JCW Group in New York City is seeking a Vice President of Equities Market Risk to independently own the risk coverage of Prime Brokerage financing portfolios. You will analyze risk, set limits, monitor holdings, and communicate risk views to senior stakeholders and Credit Risk.

The role requires at least five years in Prime Brokerage Risk or Equities Market Risk, a strong quantitative background, and advanced Excel with Bloomberg experience.

Formación

• Minimum five years in Prime Brokerage Risk or Equities Market Risk.
• Strong quantitative background in equities risk.
• CFA or MBA is desirable.
• Proficiency in Excel; Bloomberg experience and programming (VBA/SQL/Python) desirable.

Responsabilidades

• Analyze and approve risk limits for Prime Brokerage portfolios.
• Monitor client equity portfolios against key risk metrics.
• Conduct pre/post-trade risk analyses for equity, convertible and corporate portfolios.
• Present risk views to Credit Risk and Front Office; help develop analytics standards.

Conocimientos

Prime Brokerage Risk

Equities risk

Market Risk

Quantitative analysis

Programming skills

Educación

CFA or MBA desirable

Herramientas

Excel

Bloomberg

VBA

SQL

Python

Descripción del empleo

JCW Group has partnered with a leading global investment bank to hire a Vice President, Equities Market Risk in New York City. The role covers risk for the Prime Brokerage, Delta 1 and Structured Equity Derivatives businesses, analyzing the market risk of financing portfolios post counterparty default. This is a great opportunity for someone looking to independently own the risk coverage of a Prime Brokerage financing portfolio front to back.

Responsibilities:

• Analyze and approve client margin rules and set risk limits with the Prime Brokerage business and Credit Risk
• Monitor Prime Brokerage client equity portfolios against key risk metrics and take resolution action when risk is outside firm appetite
• Perform pre and post trade analysis of equity, convertible and corporate portfolios, including deep dives into risk metrics
• Present views of portfolio risk to Credit Risk, the Front Office and senior management forums, and help develop globally consistent analytics and reporting standards

Qualifications:

• At least five years of experience in Prime Brokerage Risk and/or Equities coverage in a Market Risk role
• Strong quantitative background with broad and in depth knowledge of the equities risk space
• Further financial education such as CFA or MBA is desirable
• MS Excel to expert level; advanced Bloomberg use and programming skills (VBA, SQL, Python) are desirable