This team is responsible for monitoring and managing the market risk of multi-asset portfolios in Prime Brokerage, Listed Derivatives, OTC cleared derivatives, and FX Prime Brokerage on both an intraday and overnight risk basis
Job Summary
This team is responsible for monitoring and managing the market risk of multi-asset portfolios in Prime Brokerage, Listed Derivatives, OTC cleared derivatives, and FX Prime Brokerage on both an intraday and overnight risk basis.
Perform risk analysis of global multi-asset portfolios to assess market and liquidity risks, with focus on equities, rates, commodities, FX and credit.
Work closely with Trading, Sales, Credit, and IT teams to ensure market risks are fully understood, captured and approaches challenged where necessary.
Matching Summary
This team is responsible for monitoring and managing the market risk of multi-asset portfolios in Prime Brokerage, Listed Derivatives, OTC cleared derivatives, and FX Prime Brokerage on both an intraday and overnight risk basis.
Skills & Requirements
Must-have
Market risk of multi-asset portfolios
Intraday and overnight risk basis
Client onboarding and due diligence
Margin methodologies and risk approach
Market conditions and risk drivers
Risk identification of model assumptions
Nice-to-have
Intellectual curiosity for markets
Collaborative and creative thinking
Passion and grit in work
Key Requirements
Advanced degree in economics, finance, mathematics, statistics or related field preferred
Product knowledge in Listed Derivatives and OTC Clearing
Understanding of regulatory requirements for futures markets