Market Risk Manager
3 weeks ago
Key Responsibilities
- Act as the 2nd Line of Defense by identifying, quantifying, and monitoring market and counterparty credit risks for The Edge Partnership's Trading Desks.
- Monitor and address limit breaches, exceptions, or technical issues on a daily basis.
- Assist in the preparation of periodic risk reports, review regulatory specifications, and conduct comprehensive testing of IT developments as required.
- Develop Python-based tools for enhanced risk insights and maintain an understanding of trading strategies, products, and market dynamics.
- Recommend and manage limits for assigned Desks, advise traders, and ensure prompt and accurate upload of limits.
Role Requirements
- 4-8 years of relevant experience in market or counterparty credit risk management.
- Bachelor's or Master's degree in quantitative disciplines such as applied or pure mathematics, engineering, or computer science.
- Proficiency in Python coding, along with a demonstrated understanding of techniques such as lattice methods, Monte Carlo simulations, Finite Differences, etc.
- Familiarity with financial products across asset classes, their pricing models, risk methodologies (e.g., Value at Risk, Stress Testing), and the associated trade lifecycle process.
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