Market Risk Manager - Equity Derivatives

Mizuho•New York, NY

1d•$165,000 - $235,000•Hybrid

About The Position

Risk manager responsible for supervising Market Risk for Equities. Key tasks include interpretation and challenge of risk trends (VaR, Stress, Sensitivities), identifying gaps within the control frameworks and developing transparency of inner portfolio dynamics ensuring reports keep pace with the business growth, leading deployment of new products, whilst utilizing AI to optimize efficiencies.

Requirements

7+ years’ experience in Equity Market Risk, ideally with QIS and Corporate Derivatives exposure.
Excellent quantitative, analytical and communication skills
Ability to work under pressure with tight deadlines in a trading desk environment
Confidence talking to trading and quants about the pricing models and risk dynamics, coupled with hedging strategies.
An ability to simplify the technical and explain to management in layman terms.
Comfortable handling large data
Excel VBA, SQL and Python proficiency a strong plus

Responsibilities

Leading Market Risk monitoring, analysis, and reporting
Strengthening transparency for new products /evolving risk profile
Partnering with the Trading Desks (Cash, Corporate Derivatives, QIS, Convertible Bonds, Swaps)
Providing Senior Management within FO and Risk an interpretation of portfolio dynamics, market sensitivities
Liasing with Risk Analytics to optimize the VAR model
Leading internal projects to ensure market risk improves in support of existing and new products
Utilizing AI to streamline processes and optimize efficiency
Coach junior team member