Market Risk Manager – Fixed Income Oversight
About The Position
The Trading Risk Oversight team within Market and Treasury Risk Management performs oversight of trading activities including the Fixed Income, Equities, Foreign Exchange, and Interest Rate and Commodity Derivatives trading desks. The team performs a broad range of quantitative and qualitative analysis to support the Market Risk function, including monitoring and evaluating risks affecting current or anticipated capital, valuation, P&L, Value-At-Risk (VaR) and Counterparty Credit Risk. The Fixed Income business within Key covers various sectors including but not limited to Corporate IG & HY, Municipal, Government, Agency/Non Agency Residential and Commercial MBS, and other ABS. The candidate is expected to provide expertise on emerging risks, market insight, and analytical support for new business initiatives. The candidate is also expected to leverage his/her trading experience to enhance the 2nd line of defense trading oversight function. In this capacity, the candidate will report to the Director of Trading Risk Oversight and will be working with the Chief Market and Treasury Risk Officer and the Trading Risk Oversight team while staying in close communication with traders and the Head of Fixed Income, Currencies & Commodities.
Requirements
- Bachelor’s degree in finance, economics, mathematics, statistics or other quantitative field.
- 3-7 years of trading, banking and risk management experience.
- Advanced knowledge of Fixed Income securities.
- Strong analytical, quantitative, and communication skills.
- Ability to perform multiple tasks simultaneously to meet strict deadlines.
- Ability to work independently and in a team environment in collaboration with other team members.
- Microsoft Office tools
Responsibilities
- Perform oversight of the Fixed Income trading business
- Perform research and analysis to stay on top of market developments.
- Support the line of business with deep subject matter knowledge relative to market risk and market risk strategies.
- Support Market Risk policies and processes.
- Identify and quantify market risks and emerging risks.
- Provide in-depth analytical and quantitative decision support.
- Understand the conceptual framework and assumptions of models.
- Understand and support how models are used in the business decision making process.
- Assess and validate model performance.
- Develop and maintain effective partnership with LOB management and traders.
- Use industry knowledge and experience to identify opportunities, adopt best practices, improve existing processes, and provide expert advice on various business and analytic issues
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
