Associate, Risk/Policy Management
$133,000–$133,000 year
On-siteNew York, United States
Job Summary
Monitor market risks for Equity Investments daily using metrics such as Greeks, limits, and scenario analysis tools. Perform deep dives into the Firm's portfolio across Public and Private Credit/Equity funds to ensure risk inventory accuracy. Create and maintain a limit framework coherent with the business risk profile, while designing and implementing financial stress testing scenarios for regulatory and firm-wide needs. Contribute to capital requirement calculations including Value at Risk and FRTB Framework, and prepare annual CCAR scenario shocks. Analyze stress testing results for internal committees and external regulators, and develop PowerBI reports using SQL and VBA. Liaise with team members to complete Regulatory Stress Testing documentation and enhance data infrastructure for improved reporting capabilities. Telecommuting permitted up to two days per week.
Required Qualifications
- Master's in Finance, Economics, or a closely related field of study
- two (2) years of experience in the position offered or two (2) years as an Analyst, Associate, Consultant, Risk Management, or a closely related occupation
- Manage market risk for Public and Private investment Funds
- Design market risk limit framework
- Maintain and update portfolio risk inventory
- Monitor portfolio hedges and calculate the basis on the investments
- Improve data infrastructure to enhance market risk reporting and enrich data capabilities in line with Product Owner in the Agile construct
- Design stress testing scenarios coherent with scenario narrative and portfolio vulnerabilities
- Analyze stress testing results
- Monitor and analyze daily Value at Risk
- Develop PowerBI reports, and program using SQL and VBA
- Telecommuting permitted up to two (2) days per week
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