Market Risk Consultant

Posted 2 days ago

informatic technologiesNew York (NY)

SENIORITY

Senior

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About the role

The candidate performs in-depth research and analysis of market, credit, and trading data to identify risks, develop mitigation processes, and present findings to senior management. The candidate performs daily assessments of market conditions and acts as the first line of defense against systemic, idiosyncratic and counterparty-specific risks. The role is also responsible for creating reports for internal governance committees, measuring key risks, and escalating issues as appropriate.
Key Responsibilities: Liaise with market risk, financial surveillance, and other departments to familiarize others with counterparty credit, liquidity, and collateral risk profiles Perform daily procedures to monitor risk to the clearinghouse, including credit and liquidity stress testing, and escalate findings as necessary Demonstrate a strong understanding of applicable regulations at both domestic and international level as well as have a firm grasp of applicable rules in the clearinghouse's rule book Use technical skills, including knowledge of programming and financial mathematics, to maintain models Assist in preparing responses to ad hoc regulatory requests Skills and
Software Requirements: Knowledge of Fixed Income, Cash Treasuries, and Repo Markets Experienced in Excel, Power Point and Word Bloomberg Familiarity with relational databases (MS SQL, Oracle) and SQLAbility to manipulate large data sets Strong analytical, quantitative, and organizational skills Knowledge of financial analysis at an intermediate level Excellent written and verbal communication skills Capability to work independently as well as in a team setting

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