Market Risk Consultant
Objective Partners ·www.objectivepartners.co
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Position Overview
A leading financial institution is launching a new Securities Clearing House, which will initially offer clearing services for cash treasuries as well as Bilateral and Tri-party Repo. The Market Risk Consultant will be responsible for the daily monitoring of market risk and managing obligations in the event of a clearing member default.
The consultant will perform in-depth research and analysis of market, credit, and trading data to identify risks, develop mitigation processes, and present findings to senior management. The candidate serves as the first line of defense against systemic, idiosyncratic, and counterparty-specific risks by performing daily assessments of market conditions.
Additionally, this role is responsible for measuring key risks, creating reports for internal governance committees, and escalating issues as appropriate.
Key Responsibilities
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Cross-Departmental Collaboration: Liaise with market risk, financial surveillance, and other departments to familiarize stakeholders with counterparty credit, liquidity, and collateral risk profiles.
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Risk Monitoring & Stress Testing: Perform daily procedures to monitor risk to the clearinghouse, including credit and liquidity stress testing, and escalate findings as necessary.
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Regulatory Compliance: Demonstrate a strong understanding of applicable domestic and international regulations, as well as a firm grasp of the clearinghouse’s internal rule book.
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Model Maintenance: Use technical skills—including knowledge of programming and financial mathematics—to maintain risk models.
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Regulatory Reporting: Assist in preparing responses to ad hoc regulatory requests.
Skills and Software Requirements
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Market Knowledge: Strong understanding of Fixed Income, Cash Treasuries, and Repo Markets.
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Technical Proficiency: Experienced in Microsoft Excel, PowerPoint, and Word.
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Financial Tools: Proficiency with Bloomberg terminals.
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Data Management: Familiarity with relational databases (e.g., MS SQL, Oracle) and SQL, with the ability to manipulate large data sets.
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Analytical Skills: Strong analytical, quantitative, financial analysis (intermediate level), and organizational skills.
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Communication: Excellent written and verbal communication skills; ability to present findings clearly to senior management.
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Work Style: Capability to work independently as well as collaboratively in a team setting.
Work Schedule
Note: This position requires a daily presence in our office, 5 days a week.