A leading technology driven, diversified prop trading firm is looking to hire a counterparty credit risk manager to join their team, and support their trading businesses. This person will be responsible for performing daily risk monitoring of many of their portfolios and for assisting in the ongoing development and enhancement of their credit risk management framework. The person will primarily support their ETF business as it expands and will be working in a highly collaborative function and team in a very high exposure position.
What You Will Be Doing:
- Working with the trading business to set parameters and monitor risk limits for trading activity
- Analyzing and managing counterparty credit risk
- Defining, establishing, and maintaining risk frameworks
- Monitoring daily trading activity as it pertains to established risk limits
- Assessing risk exposure for the trading businesses
- Collaborating risk Traders/Portfolio Managers in order to effectively communicate and manager risks
What We Need From You:
- Previous experience working in a counterparty risk function in a trading business, buy side shop, or prime brokerage business
- Working knowledge of equity asset classes in a counterparty function
- Experience building tools and reporting for risk and trading
- 8-10 years of working experience in a relevant capacity
- Trading experience is highly encouraged
- Previous experience using Python, R, VBA, or SQL for data analysis and modeling
- Experience analyzing and managing counterparty credit risk and strong knowledge of credit models