Market Risk Manager – Spread Products (Avp / Vp Level)
By Mizuho At New York, NY, United States
3-5 years of experience in market risk management required.
Produce commentary detailing market changes and changes to portfolio for senior management, regulators, and auditors.
Direct experience with Spread Products market risk is preferred.
Demonstrable quantitative and analytical skills.
Responsible for explaining changes in daily VaR and SVaR as well as changes in risk sensitivities.
Provide ad hoc analysis relating to Securitized Products (Agency and Non Agency), Corporate Bonds, and Municipal Products.
Macro Market Risk Manager
By Goldman Lloyds At New York, United States
Develop and implement risk management strategies to optimize profitability while ensuring compliance with regulatory requirements.
Extensive experience in macro market risk management within the financial industry, with a focus on fixed income products (FX & Rates).
Strong knowledge of financial markets, macroeconomic indicators, and risk management principles.
Experience with Rates, FX and XVA products are a bonus
Bachelor's degree in finance, economics, or a related field. Advanced degree preferred.
Monitor and analyze market trends, macroeconomic indicators, and relevant financial data to identify potential risks and develop risk mitigation plans.