Robert Half Finance & Accounting Risk and Capital Analytics, Assistant Director in New York, New York
Robert Half Financial Services is currently recruiting for a Risk and Capital Analytics, Assistant Director for a Financial Institution, located in Midtown New York. Our client requires knowledge of Financial Derivatives products and markets, Basel capital rules and global transposition, ISDA SIMM and programming knowledge (Python, VBA or R). CLIENT IS UNABLE TO SPONSOR A VISA, ONLY APPLY IF GREEN CARD HOLDER OR U.S. CITIZEN. This role will report into the Global Risk manager. The role involves being an active member of the Analytics team and ensure the Analytics function fulfills its goals and objectives. It includes providing relevant analysis in a timely fashion, primarily to ensure successful SIMM maintenance, including ongoing back-testing and calibration and promote Risk and Capital fact based advocacy, and enhancing the function's efficiency. It also includes interacting with members and the regulatory community to discuss and refine methodologies and results, as well as interacting with other trade associations where relevant. The successful candidate will also help broaden the function's applications to additional advocacy areas. RESPONSIBILITIES Ensuring prudent risk sensitive regulation and capital charges are applied uniformly and consistently to various financial risks and across different markets and jurisdictions Facilitating the adoption of best and effective risk management practices by all participants in the cleared and uncleared derivatives market, including CCPs Minimising systemic risk and ensuring safe efficient markets in the cleared and uncleared markets Collection and cleansing of the required data from participating banks – identification of data issues, suggestion of data quality improvements, coordination of re-submissions Perform, optimize and automate SIMM back-testing which compares SIMM results with P L vectors over 10y history of banks' data. Interact with participating banks to explain/solve issues Perform SIMM bench-marking comparing SIMM output with CCP output for each SIMM asset class, identify and explain observed discrepancies This Risk and Capital Analytics, Assistant Director role is located in Midtown New York so please only apply if you are able to travel to this location, and have relevant recent experience. The salary is flexible dependent on experience, however the initial range is $125-140k base plus bonus. If your profile matches the above criteria please contact me at email@example.com
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Req ID: 02944-9501129301
Functional Role: Risk Analyst
City: New York
Postal Code: 10017
Compensation: $125,000.00 to $140,000.00 per year
Requirements: Full command of derivatives markets and global regulatory capital frameworks. In particular, extensive knowledge of derivatives risk management, the ISDA SIMM, the relevant Basel Capital Accords and their transposition in key jurisdictions. Excellent analytical and quantitative skills Excellent oral and written communication skills, highly articulate, ability to present, interface and establish consensus. English proficiency (and desirably other international languages) Credibility and capacity to build strong relationships with regulators, members and stakeholders domestically and internationally Relevant experience in comparably complex technical roles, proven ability to conduct complex quantitative analyses and present results to diverse audiences Relevant experience in derivatives risk management and financial regulation. Experience in derivatives trading, risk or structuring at a global bank is highly desirable. Qualifications in quantitative finance are required to at least Masters level, or the equivalent professional qualification.