Director, Market Risk Management - (US-NC-Charlotte)
Director, Market Risk Management - (US-NC-Charlotte)
Compensation: $125K - $200K / Year
Minimum Education: Masters
Job Type: Full Time
Jobcode: W238093JA
Experience Required : 10 + years
Degree Required : Graduate Degree
Travel Required : None Required
PAID RELOCATION AND VISA TRANSFERS AVAILABLE
This position is a senior market risk officer in the Market Risk Oversight - Traded Credit Products group reporting directly to the manager of that group. This individual plays a key role in taking on time critical, highly quantitative and technology intensive risk analysis and reporting projects to assist senior managers of CIB, Balance Sheet Management (BSM) and the bank make portfolio level risk management decisions upon changes of credit market conditions. On a daily basis, this person has a market risk oversight focus on the BSM businesses of several hundred billion in size. The responsibilities include monitoring, reporting and analysis of market risk exposures incurred within CIB trading books and the BSM portfolios consisted of assets including corporate credit products, ABS and CMBS, equities, FX, emerging markets, munis, treasury and interest products, as well as derivatives and structured products. This position is also responsible for establishing market risk guidelines in the business, developing and improving risk management systems and processes, and approving transactions above established limits. In addition to the risk reporting and control functions, this position works closely with traders and portfolio management and maintain the process and platform for risk budgeting portfolio construction and optimization, and recommending portfolio risk management and hedging strategies, and loss mitigation actions which both ensure compliance with risk tolerances and maximize economic value.
REQUIREMENTS:
Master degree of hard science or engineering. 5-10 years of trading, and/or quantitative strategy, and/or market risk management experience. 2-5 years specific experience with multi-assets or global macro or quantitative portfolio construction and management processes. Ideal candidate must have positive attitude and good personality. Must be a highly organized, disciplined, detail-orientated, self-motivated and reliable team player. Effective communication and interpersonal skills. Must be able to make a complex and highly technical idea or issue simple to senior management via verbal and visual communications. Excellent skills in time management. Good knowledge of structured, FX, emerging markets, credit, interest rate, and equity securities as well as the related trading strategies and markets. Superior understanding of market risk management measures and analytics. Excellent quantitative and analytic skills and hands-on experience in front office risk management. Experience with related technology platforms. Experience in pricing and/or risk model construction, validation and back-testing. This person should have hands-on experience in VBA, C, or C++ coding and math/stat packages such as MatLab and SAS. Frequent and in-depth IT interaction is expected. PREFERRED: Ph.D. in econometrics, math, statistics, OR, physics or engineering. Working knowledge in multivariate financial time series analysis, portfolio construction and optimization, and statistical tools such as principal component analysis is a plus.
Email resume in Word to thebiggamehunter@cisny.com. Please include the job code for the position with your resume.
NO RELOCATION. NO VISA TRANSFERS. NO OVERSEAS RESUMES. NO 3RD PARTIES.
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posted by Unknown at 11:35 AM
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