Prime Brokerage Risk, Director

Responsibilities:

• Assess, monitor and review portfolio risk; look for changes in strategies/asset mix in client portfolios and assess whether the margining methodology needs to be updated/modified to capture risk and pricing
• Assist in margin for existing/new clients and potential limit-setting
• Setting up client due diligence calls, leading calls and summarizing credit and risk issues
• Liaising with legal on contract negotiations
• Automation tools for risk monitoring; analyzing internal and external client performance metrics across various dimensions; manage/execute ad-hoc projects for the desks
• Generate accurate risk summaries at position/client account/regional and global level for risk monitoring
• Analyze major swings in client portfolio and escalate them to management
• Assessment of cost and value of client portfolios and securities
• Back-testing client portfolios and platform inventory for stability of internalization
• Scenario analysis to analyze the impact of changes in client portfolios, cost of funding, business mix, interest rates and currency mix
• Build margin/risk and stress test methodologies for Fixed Income and Equity Derivatives portfolios