eFinancialCareers

• Company

  Analytic Recruiting Inc.

• Location

  USA-CT-Stamford

• Compensation

  Attractive compensation and benefits package.

• Position Type

  Employee

• Employment type

  Full time

• Updated

  06 Oct 2008

• eFC Ref no

  110499

A top-tier investment bank is looking for a Director to join its Prime Brokerage Risk Management team in Southern CT.

Reporting to the bank’s Global Head of Risk for Prime Brokerage, this role involves overseeing the establishment and enforcement of the margin risk policy for the bank’s buyside clients. The portfolios of these clients, hedge funds & other asset managers, cover multiple asset classes and trading strategies, including long/short equity & credit, convertible arbitrage, and capital structure arbitrage. The executive will manage the development and implementation of quantitative models that capture the margin risks of client portfolios. The position calls for the understanding of various risk measurement methodologies such as VAR analysis, attribution, scenario analysis, and stress testing. Strong knowledge of equity derivatives and the above-mentioned hedge fund strategies is required. Qualified candidates will have a minimum of 5 years experience in market risk management at a major bank or fund of funds. Applicants should have a quantitative Master’s degree. Superior communication skills are a must, as the role includes making presentations to clients and prospects. This is a senior position commanding a very attractive compensation and benefits package.

Refer to Job#13097-EFC and email MS Word attached resume to Peter Arian, peter@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Peter Arian as your contact recruiter.