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Market Risk Management-Traded Credit Products: Convertible Arb, High Yield, Leveraged Loans will take on full Market Risk Manager responsibilities. These include, but are not limited to:
Daily Risk Responsibilities
-Daily review of market news and movement
-Daily review of positions taken and changes to the positions
-Daily communication with the traders, senior business and risk management staff
Ad hoc tasks:
-Analysis of risk management methodologies, modeling and calibration of the models
-Evaluation of the capability of models to measure sensitivity against shift in the underlying risk factors
-Review of consistent use of the model across different business units/desks
-Assist with production of appropriate risk & stress test data
-Analyze risks taken by the business
-Positions, Sensitivities & VaR figures
-Stress Test Results, Economic Capital & RAROC
Requirements:
5+ years working with traded credit products: high yield, leveraged loans, convertible arb
-Market risk or trading background
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