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Market Risk Specialist (Contract)

  • Location: New York, NY
  • Salary: Competitive Day Rate
  • Job type: Contract/Temp
  • Job reference: GA/170225
  • Sector: Market Risk
Job Description

Barclay Simpson are currently working with a leading financial services firm to recruit a temporary Risk Manager to sit within its market risk division.

  • The main purpose of the role will be to fully understand the risks taken by the front office and ensure market risk is appropriately captured, managed and communicated within the firm.
  • Taking full responsibility for daily risk management of Front Office desks ensuring risk measurements used i.e. VAR and sensitivities accurately reflect the risks and that the risks are appropriately controlled.
  • Analysing and understanding of P&L reserves, ensuring an awareness of risks not well captured and developing suitable methods to help quantify and control the risks.
  • Conducting stress testing and scenario analysis appropriate for the businesses and supporting new product requests from the Front Office ensuring that market risks are appropriately considered and that risks can be accurately calculated.
  • Liaising with traders, product controllers and management to ensure up to date sharing of information on positions, valuation and risk issues.
  • Production of daily market risk reports including dealing with limit monitoring and breaches. Involvement in firm wide IT systems development and testing relevant to market risk.

For more information contact Greg Anderson at ga@barclaysimpson.com

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