VP Market Risk - Asset Management

Company:
eF6982
Location:
New York, NY
Job Type:
Full Time
Category:
Asset Management
Yrs of Exp:
5+ to 7 years
Posted:
3/26/2014

Job Description



Asset Management firm seeks VP of Risk to support Asset and Portfolio Management. Assist in the analysis of investment portfolio and asset-liability management risks, providing analytical support for various asset classes. Additional responsibilities will include developing risk analysis frameworks and models for investment strategies.

RESPONSIBILITIES
• Ongoing evaluation of risk modeling results for opportunities to inform investment strategies and surveillance
• Perform market and credit VaR modeling and analysis
• Monitor investment portfolio exposure to market, credit, and liquidity risks
• Perform sensitivity, stress testing, and scenario analyses to assess investment portfolio exposure to credit/market risk factors
• Partner with Asset Management and Risk Management counterparts in the application of risk analysis
• Assist in the adoption of cutting-edge, risk analytical techniques/systems

BASIC QUALIFICATIONS
• Masters Degree Preferred in finance or a quantitative discipline
• 5-10 years of fixed income investment risk management experience
• Exemplary quantitative capabilities and demonstrated analytical skills
• Familiarity with equity, credit and interest rate risk modeling techniques
• Effective oral and written communication skills

• FRM, PRM or CFA certification preferred

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