Credit & Risk group is looking for a Director who will play a substantial role in the evaluation and monitoring of the firm’s credit and market risk exposures as well as assisting in the firm’s liquidity management. The individual will also be responsible for monitoring portfolio margin / prime brokerage client portfolios.
- Assess margin requirements and stress loss of Prime Brokerage / Portfolio Margin clients
- Monitor deposits at all central clearing counterparties (DTC, NSCC, OCC and FICC)
- 5+ years’ experience in a credit & risk required, preferably in a broker/dealer capacity.
- Knowledge of risk management framework (VaR and Stress-Testing standards, counterparty exposure estimation, liquidity estimation, model assessment and validation) VaR, stress tests, tail exposure.