Prime Brokerage Risk, Vice President

Job description

Institutional Securities Group (ISG) Derivative Prime Brokerage Risk is responsible for monitoring and managing the market risk of multi-asset portfolios in the listed markets, OTC cleared derivatives, FX Prime Brokerage and Prime Brokerage on both an intraday and overnight risk basis. Our client base includes large institutional fund managers, hedge funds, CTAs, market makers, international corporations and broker dealers. We are staffed globally with offices in New York, Chicago, San Francisco, London, Glasgow, Hong Kong, Tokyo, Sydney and Mumbai. We are seeking an experienced Senior Associate/Vice President level candidate to join the Risk team in the New York office. A successful candidate would be expected to: Perform risk analysis of global multi-asset portfolios to assess market and liquidity risks, with focus on equities, rates, commodities, FX and credit Manage risk identification of model & portfolio assumptions, market inputs, pricing issues, and drive understanding of the design of respective risk measurement methodologies including VaR, stress testing, scenario analysis, liquidity analysis etc. Collaborate with the Trading, Sales, Credit and IT teams to ensure market r...