Risk, Americas Equity Market Risk (Lead), Vice President, New York

Key Responsibilities

• Evaluate risk taking behavior and influence outcomes through portfolio and transaction level risk analysis taking into consideration risk appetite
• Regular interaction with and challenge of senior Equities traders across a range of equity strategies and risk types, with particular focus on Equity Derivatives
• Establishing Limit setting and risk tolerance
• Ongoing review of risk measures (VaR, greeks, stress tests) and interaction with 1st line risk takers
• Collaboration with Risk Engineering colleagues on the development of new risk measures / stress tests and improvements to existing measures
• Proactive identification of emerging risks (e.g. basis risks, crowded trades)
• Connect events (e.g. macroeconomic data releases, political elections) to potential vulnerabilities
• Dissemination of information and education of stakeholders through effective and timely communication and collaboration
• Communication with senior management and regulators
• Supervision of direct reports

Qualifications

• Approximately ten years’ experience in market risk management or similar role with transferable skills, with at least four years covering Equities
• Deep experience in risk managing non-linear/derivatives products
• Deep understanding of financial products including their risk/reward tradeoffs with a focus on Equities
• Deep understanding of market risk measures, concepts, and regulatory rules: VaR, stress testing, greeks, Volcker rule, CCAR
• Excel, Bloomberg, Refinitiv Eikon, ability to pick up in-house systems
• Able to code or supervise those who code a plus
• Proven problem solving ability and control mindset
• Able to analyze and challenge risk taking activities while engaging effectively with first line of defense
• Desire and ability to collaborate with people from different departments and levels of seniority
• Desire and ability to communicate complex information and concepts in layperson terms directly with senior management (both written and verbally)