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Senior Risk Management VP

Company: Michael Page International Inc.
Location: Hoboken
Posted on: September 17, 2022

Job Description:

USD160,000-USD180,000Responsibilities for the role include:+ Handling day-to-day market risk review and reporting+ Provide comprehensive analysis of current market environment and the impact it has on the firm's market portfolio+ Preparation and running of VaR model for daily VaR calculation, as well as analysis on the VaR results+ Develop and manage new market risk models+ Assist broader market risk team with the implementation of FRTB framework_MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants._+ Strong knowledge of credit products and debt instruments, as well as FX products+ Strong understanding of capital calculation methodology+ Comprehensive understanding of VaR models+ Experience with MIS tools, including PowerBI and Python+ Strong written and oral communication skills+ New York-based office of a large, international bank+ Flexible hybrid working schedule+ Competitive salary and benefits+ Salary will depend on experience and other factors

Keywords: Michael Page International Inc., Hoboken , Senior Risk Management VP, Executive , Hoboken, New Jersey

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