Role Description / Areas of responsibility:
The primary focus will be the Prime Brokerage and Financing Businesses, with extended responsibilities supporting risk and margin analysis for fixed income derivatives trading. Specifically, the responsibilities include:
* Monitoring Prime Brokerage client portfolios vs. key metrics and taking resolution action when risk is outside firm appetite;
* Client pre-trade risk analysis of financing and OTC trades to support approval decisions;
* Quantitative counterparty risk exposure analysis for Financing & derivatives trading, including VaR Margin and regulatory bilateral margin rules;
* Present views of contingent risk to Credit Risk, Front Office and in various management forums
* Aid development of globally consistent analytics & reporting standards;
* Subject Matter expertise in other relevant regulatory rules such as the Leverage Ratio, LCR, and NSFR.
* Build a network of contacts across risk management, Global Markets and support functions;
* Demonstrate flexibility to operate across separate business lines within the Financing Risk space
* Proactive, problem solving
* Knowledge of Prime Brokerage and/or financing businesses
* Excellent Presentation and communication skills
* Appreciation of client business and motivations
* MS Excel to expert level
* Good general knowledge & understanding of current macro-economic trends
* Ability to work independently, motivated to learn, and drive for success
* Previous experience in Prime Brokerage, Market Risk, or a Financing Risk division
* Previous experience in fixed income derivatives & cash products
* Programming Skills e.g. VBA, SQL, Python etc.
* Further Financial Education e.g. CFA, MBA, etc.