A leading financial services firm is currently hiring an AVP level Risk Analyst to cover their Prime Services division in the New York City area.
The firm has multiple divisions for their clients, including Capital Markets Advisory, Investment Banking, Wealth Management, and Equity & Fixed Income Prime Brokerage Services including Execution, Clearing, and a robust Futures offering.
This hire will support Prime Services by analyzing multi asset client portfolios, developing risk dashboards and analytics, and assessing margin requirements. This is a lean team, and this individual will gain exposure across the full offering of securities lending, derivatives clearing, futures, equity & fixed income financing, and margin financing.
Responsibilities:
- Develop and enhance margin methodologies for hedge fund strategies (L/S Equity, Macro, Event Driven, Special Sits, Vol Arb, etc)
- Monitor client exposure and collateral levels and assist in margin calls when necessary
- Approve adjustments to client trading limits
- Work closely with data science and engineering teams on risk system and tool development as well as complex data analytics
Qualifications:
- 3+ years of risk management and/or data science experience
- Bachelors in Comp Sci, Engineering, Financial Engineering, or another quantitative discipline
- Proficiency using SQL (designing and writing queries) and/or Python
- Product expertise preferred covering Equities, Fixed Income, Futures and Options
