Sr. Risk Manager

• Company

  Comprehensive Recruiting

• Location

  USA-NC-Charlotte

• Remuneration

  Outstanding compensation, benefit and relocation plan.

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  19-Nov-2013

• eFC Ref no

  1212078

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Our client is looking to add a Senior Risk Manager to their Counterparty Risk Management Group that will be responsible for defining and managing the Counterparty Risk framework for the firms trading products.

The successful candidate will be responsible for leading a team the will perform back-testing, performance monitoring, and related model governance tasks over the lifecycles of the models in Model Inventory; work closely with business partners in model development, model risk and technology; understand counterparty risk measurement methodologies and processes, including potential future exposure, aggregation methodologies and the supporting technical infrastructure; engagement during internal and external regulatory oversight activities related to performance monitoring, back-testing, and other model governance activities.



Candidates must have a Masters degree in a quantitative discipline.  PhD is a plus and would count towards experience.  Must have at least 8+ years of related industry experience and excellent knowledge of derivatives and traded products.  Exposure to counterparty credit risk (PFE, EL credit capital) and/or market risk methodologies (Monte Carlo, Greeks, VaR) is required.  Experienced with C/C++, VBA, Excel and Matlab.  CFA/PRM/FRM are a plus.  Experience with trading desk operations systems (Calypso, Endur, etc.) is a plus.  Prefer candidates to have experience leading a small team but it is not a must.  Excellent written and oral communication skills are required.

 

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