An international investment bank is currently growing its market risk function and is looking for a Market Risk professional with a background in securitized products to join the business. This person will be part of a team that is responsible for covering their trading desks and financing businesses. In this position, you will be sitting on the trading floor, working in a fast-paced environment. For this team, the right person will have a strong quantitative background, extensive experience executing risk management for securitized products, and high-level knowledge of risk management fundamentals and derivative pricing concepts such as MTM and P&L attribution. This is a high exposure team and position, offering the opportunity for the person in this seat to be autonomous in their own work. This role would also sit in New York.
We Need from You:
- 5-8 years of full-time work experience within market risk
- Bachelor's or a Master's (preferred) in a quantitative discipline
- High level knowledge of Value at Risk models
- In depth knowledge and experience working with Securitized Products, including RMBS, CMBS, CLO and ABS
- FRM or CFA certification is encouraged
- Strong written, verbal, presentation and communication skills