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Risk Management

Fixed Income Market Risk Manager

New York City

Fixed Income Market Risk Manager

Duration: 6+ months strong potential to be extended or converted to Full-time.

Location: New York City – 3 days onsite and 2 WFH

Rate: $980 per day C2C and $850 per day W2

 

Description:

Fixed Income Market Risk Manager focusing on Interest Rate products.  The core of the role is to understand and highlight key changes in Market Risk for all Interest Rate related products and Derivatives.  Product scope to include IR Swaps, Corporate Derivatives, Structured Notes, FX, Municipals, and Government Bonds.

Responsibilities:

  • Engage with the trading desk to understand trading strategies and changes in risk profile.
  • Communicate key risk changes, market activity, and P/L drivers to senior management.
  • Perform deep-dive analyses on products and/or trading strategies, as necessary.
  • Assess new products and propose frameworks for managing associated risks.
  • Develop and implement appropriate stress scenarios.
  • Actively participate in weekly risk meetings.
  • Test/onboard new technologies as appropriate.
  • Develop productive working relationships with other support functions, including Middle Office, Operations, Compliance, Technology, and Product Control.

Qualifications:

  • Excellent analytical and quantitative skills, strong attention to detail, strong work ethic, and high emotional intelligence.
  • Ability to draw conclusions from complex information and communicate those conclusions clearly to a senior audience.
  • Ability to multi-task, work under pressure, and prioritize tasks in a trading floor environment.
  • Team player who is also a resourceful self-starter.

Requirements:

  • Master’s degree in a relevant field, very strong & experienced candidates with Bachelor will be considered.
  • 5-7 years of direct Fixed Income market risk experience required exposure to CVA and Corporate Derivatives is a plus.
  • Very good understanding of options pricing/greeks required, exotics a plus.
  • Proficiency in Microsoft Office, and Bloomberg Terminal. Murex/Python is a plus.
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